-12.7%
BABA vs STM
+107.3%
-120.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.0% |
| 7D | -4.8% | +5.8% | -10.6% | -5.6% |
| 30D | -11.9% | -1.0% | -10.9% | -12.0% |
| 3M | -9.3% | -33.3% | +24.0% | -3.5% |
| 6M | -14.2% | +57.4% | -71.6% | -24.6% |
| YTD | -22.0% | +102.2% | -124.2% | -34.2% |
| 1Y | -12.7% | +99.6% | -112.3% | -25.9% |
| All | -12.7% | +107.3% | -120.0% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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