+19.2%
BABA vs RF
+314.4%
-295.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.4% | +4.5% |
| 7D | +4.3% | +2.3% | +2.0% | +3.7% |
| 30D | -5.0% | +7.2% | -12.2% | -6.7% |
| 3M | -18.4% | -8.2% | -10.2% | -16.7% |
| 6M | -20.3% | +7.0% | -27.3% | -21.9% |
| YTD | -27.5% | +10.3% | -37.8% | -29.7% |
| 1Y | -35.3% | +25.1% | -60.4% | -39.3% |
| 3Y | +31.2% | +110.3% | -79.2% | +5.0% |
| 5Y | -32.1% | +47.1% | -79.2% | -41.2% |
| 10Y | +14.7% | +297.9% | -283.3% | -28.6% |
| All | +19.2% | +314.4% | -295.2% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling