-35.3%
BABA vs STZ
+14.7%
-50.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.3% | -0.4% | +4.5% |
| 7D | +4.3% | +13.0% | -8.7% | +3.5% |
| 30D | -5.0% | +29.4% | -34.4% | -6.8% |
| 3M | -18.4% | +11.6% | -30.0% | -18.9% |
| 6M | -20.3% | -0.2% | -20.0% | -19.3% |
| YTD | -27.5% | +8.6% | -36.1% | -31.1% |
| 1Y | -35.3% | +15.9% | -51.3% | -36.2% |
| All | -35.3% | +14.7% | -50.1% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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