+45.7%
BABA vs RUN
-23.6%
+69.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | +11.6% | +33.4% | -21.8% | +7.3% |
| 30D | +2.3% | +31.1% | -28.9% | -1.7% |
| 3M | -13.7% | +6.4% | -20.1% | -14.9% |
| 6M | -21.9% | -22.2% | +0.3% | -20.4% |
| YTD | -24.6% | -45.8% | +21.1% | -21.0% |
| 1Y | -34.1% | -51.1% | +17.0% | -30.3% |
| 3Y | +36.3% | -3.0% | +39.3% | +11.2% |
| 5Y | -26.7% | -82.2% | +55.5% | -28.2% |
| 10Y | +19.2% | +111.9% | -92.7% | -19.5% |
| All | +45.7% | -23.6% | +69.3% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling