-53.2%
BABA vs QS
-44.4%
-8.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -4.8% | -2.3% | -2.4% | -4.6% |
| 30D | -11.9% | -0.7% | -11.2% | -12.0% |
| 3M | -9.3% | -39.6% | +30.4% | -5.6% |
| 6M | -14.2% | -21.7% | +7.5% | -13.1% |
| YTD | -22.0% | -47.4% | +25.4% | -18.3% |
| 1Y | -12.7% | -28.4% | +15.7% | -12.4% |
| 3Y | +26.7% | -22.6% | +49.3% | +19.3% |
| 5Y | -29.3% | -75.6% | +46.2% | -31.2% |
| All | -53.2% | -44.4% | -8.8% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling