-28.3%
BABA vs S
-67.4%
+39.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | +0.9% |
| 7D | +11.6% | -13.4% | +25.1% | +14.7% |
| 30D | +2.3% | -14.0% | +16.3% | +5.0% |
| 3M | -13.7% | +4.9% | -18.6% | -16.0% |
| 6M | -21.9% | +42.0% | -63.9% | -29.6% |
| YTD | -24.6% | +45.1% | -69.8% | -33.1% |
| 1Y | -34.1% | +33.1% | -67.2% | -40.6% |
| 3Y | +36.3% | +40.6% | -4.4% | +11.7% |
| All | -28.3% | -67.4% | +39.1% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling