+34.5%
BABA vs S
+32.3%
+2.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.8% | +11.5% | +3.4% |
| 7D | +8.6% | -16.7% | +25.3% | +10.3% |
| 30D | -1.1% | -17.0% | +15.9% | +0.4% |
| 3M | -15.9% | +2.0% | -17.9% | -16.8% |
| 6M | -17.5% | +35.1% | -52.6% | -21.3% |
| YTD | -25.6% | +42.8% | -68.4% | -29.8% |
| 1Y | -33.8% | +27.7% | -61.6% | -36.9% |
| All | +34.5% | +32.3% | +2.2% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling