-12.7%
BABA vs RF
+16.9%
-29.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -4.8% | +1.3% | -6.1% | -4.9% |
| 30D | -11.9% | -3.6% | -8.3% | -11.4% |
| 3M | -9.3% | +8.1% | -17.4% | -10.5% |
| 6M | -14.2% | +11.5% | -25.7% | -16.4% |
| YTD | -22.0% | +15.6% | -37.6% | -23.9% |
| 1Y | -12.7% | +15.7% | -28.4% | -18.0% |
| All | -12.7% | +16.9% | -29.6% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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