-19.5%
BABA vs QS
-44.4%
+25.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.7% |
| 7D | -0.2% | +2.2% | -2.4% | -0.4% |
| 30D | -12.3% | -8.1% | -4.2% | -11.6% |
| 3M | -5.3% | -27.0% | +21.7% | -2.4% |
| 6M | -13.1% | -16.4% | +3.4% | -12.1% |
| YTD | -22.4% | -46.4% | +23.9% | -18.6% |
| 1Y | -19.5% | -41.1% | +21.6% | -7.5% |
| All | -19.5% | -44.4% | +25.0% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded QS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling