-35.3%
BABA vs RUN
-53.7%
+18.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.8% |
| 7D | +4.3% | +18.5% | -14.2% | +2.4% |
| 30D | -5.0% | +15.5% | -20.5% | -6.6% |
| 3M | -18.4% | -20.3% | +1.9% | -16.8% |
| 6M | -20.3% | -30.8% | +10.5% | -18.2% |
| YTD | -27.5% | -52.2% | +24.7% | -24.5% |
| 1Y | -35.3% | -53.9% | +18.6% | -32.6% |
| All | -35.3% | -53.7% | +18.4% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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