-33.8%
BABA vs RF
+22.4%
-56.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.8% | +3.0% |
| 7D | +8.6% | -1.6% | +10.2% | +8.8% |
| 30D | -1.1% | +5.0% | -6.1% | -1.8% |
| 3M | -15.9% | -10.0% | -5.9% | -14.7% |
| 6M | -17.5% | +3.3% | -20.9% | -18.2% |
| YTD | -25.6% | +7.9% | -33.5% | -26.5% |
| 1Y | -33.8% | +21.2% | -55.1% | -30.3% |
| All | -33.8% | +22.4% | -56.2% | -30.3% |
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