-46.9%
BABA vs S
-56.8%
+9.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -4.8% | -7.7% | +2.9% | -3.3% |
| 30D | -11.9% | -5.3% | -6.6% | -11.5% |
| 3M | -9.3% | +20.3% | -29.5% | -13.6% |
| 6M | -14.2% | +47.4% | -61.6% | -22.4% |
| YTD | -22.0% | +32.5% | -54.6% | -28.2% |
| 1Y | -12.7% | +9.5% | -22.2% | -16.8% |
| 3Y | +26.7% | +15.5% | +11.1% | +11.7% |
| 5Y | -29.3% | -71.2% | +41.9% | -26.6% |
| All | -46.9% | -56.8% | +9.8% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling