+21.9%
BABA vs QS
-32.2%
+54.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +0.5% |
| 7D | -13.8% | -14.0% | +0.2% | -12.6% |
| 30D | -15.1% | -6.4% | -8.7% | -14.7% |
| 3M | -22.7% | -40.3% | +17.5% | -19.2% |
| 6M | -34.7% | -57.5% | +22.8% | -29.9% |
| YTD | -35.0% | -64.7% | +29.7% | -29.6% |
| 1Y | -40.4% | -72.9% | +32.5% | -34.1% |
| 3Y | +21.9% | -33.5% | +55.4% | +16.3% |
| All | +21.9% | -32.2% | +54.1% | +16.3% |
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