-35.3%
BABA vs S
+36.5%
-71.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.9% |
| 7D | +4.3% | -8.2% | +12.5% | +4.5% |
| 30D | -5.0% | -7.6% | +2.7% | -4.8% |
| 3M | -18.4% | +12.0% | -30.3% | -18.9% |
| 6M | -20.3% | +50.6% | -70.8% | -22.3% |
| YTD | -27.5% | +56.6% | -84.1% | -30.6% |
| 1Y | -35.3% | +39.2% | -74.6% | -39.0% |
| All | -35.3% | +36.5% | -71.8% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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