-39.8%
BABA vs RUN
-85.3%
+45.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -13.8% | -13.5% | -0.2% | -12.1% |
| 30D | -15.1% | +18.3% | -33.4% | -17.2% |
| 3M | -22.7% | -12.5% | -10.3% | -21.8% |
| 6M | -34.7% | -40.3% | +5.6% | -31.0% |
| YTD | -35.0% | -53.1% | +18.1% | -30.6% |
| 1Y | -40.4% | -54.3% | +13.9% | -36.3% |
| 3Y | +21.9% | -6.5% | +28.4% | -4.2% |
| All | -39.8% | -85.3% | +45.5% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling