-34.1%
BABA vs S
+31.6%
-65.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | +1.2% |
| 7D | +11.6% | -13.4% | +25.1% | +12.0% |
| 30D | +2.3% | -14.0% | +16.3% | +2.7% |
| 3M | -13.7% | +4.9% | -18.6% | -14.3% |
| 6M | -21.9% | +42.0% | -63.9% | -23.9% |
| YTD | -24.6% | +45.1% | -69.8% | -27.9% |
| 1Y | -34.1% | +33.1% | -67.2% | -37.7% |
| All | -34.1% | +31.6% | -65.7% | -37.7% |
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