+22.3%
BABA vs STZ
+97.3%
-75.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.3% | +2.8% |
| 7D | +8.6% | +11.8% | -3.2% | +5.4% |
| 30D | -1.1% | +26.0% | -27.1% | -7.3% |
| 3M | -15.9% | +11.5% | -27.5% | -18.8% |
| 6M | -17.5% | -2.0% | -15.6% | -17.7% |
| YTD | -25.6% | +7.9% | -33.5% | -28.2% |
| 1Y | -33.8% | +13.9% | -47.7% | -37.3% |
| 3Y | +34.6% | -35.8% | +70.5% | +49.2% |
| 5Y | -27.7% | -28.4% | +0.8% | -22.8% |
| 10Y | +17.7% | +7.1% | +10.6% | +6.8% |
| All | +22.3% | +97.3% | -75.0% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling