-39.8%
BABA vs STZ
-29.4%
-10.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -13.8% | +2.6% | -16.3% | -14.3% |
| 30D | -15.1% | +15.2% | -30.3% | -18.2% |
| 3M | -22.7% | +7.6% | -30.4% | -24.4% |
| 6M | -34.7% | +5.3% | -39.9% | -35.9% |
| YTD | -35.0% | +8.6% | -43.7% | -37.5% |
| 1Y | -40.4% | +15.6% | -56.0% | -43.8% |
| 3Y | +21.9% | -35.2% | +57.1% | +37.6% |
| All | -39.8% | -29.4% | -10.4% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling