+36.3%
BABA vs QS
-30.4%
+66.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.9% | +0.9% |
| 7D | +11.6% | +5.4% | +6.2% | +11.0% |
| 30D | +2.3% | -5.3% | +7.6% | +2.6% |
| 3M | -13.7% | -22.6% | +8.9% | -12.0% |
| 6M | -21.9% | -46.2% | +24.3% | -18.0% |
| YTD | -24.6% | -58.9% | +34.3% | -19.4% |
| 1Y | -34.1% | -73.1% | +39.0% | -27.3% |
| 3Y | +36.3% | -27.2% | +63.5% | +28.2% |
| All | +36.3% | -30.4% | +66.7% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling