-31.3%
BABA vs STZ
-33.3%
+2.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | -4.8% | -1.9% | -2.8% | -4.3% |
| 30D | -11.9% | -1.9% | -10.0% | -11.6% |
| 3M | -9.3% | -6.2% | -3.0% | -8.1% |
| 6M | -14.2% | -14.0% | -0.2% | -11.2% |
| YTD | -22.0% | -5.1% | -16.9% | -22.2% |
| 1Y | -12.7% | -9.6% | -3.1% | -11.7% |
| 3Y | +26.7% | -47.2% | +73.9% | +52.3% |
| All | -31.3% | -33.3% | +2.0% | -25.9% |
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