+21.9%
BABA vs RUN
-8.5%
+30.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -6.1% | -1.0% | -6.5% |
| 7D | -12.7% | -13.7% | +1.0% | -11.6% |
| 30D | -14.9% | +9.4% | -24.2% | -15.6% |
| 3M | -24.6% | -13.4% | -11.2% | -24.0% |
| 6M | -29.3% | -39.6% | +10.2% | -27.0% |
| YTD | -35.0% | -53.7% | +18.7% | -32.3% |
| 1Y | -39.7% | -56.2% | +16.5% | -37.0% |
| All | +21.9% | -8.5% | +30.4% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling