-28.3%
BABA vs U
-66.8%
+38.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | 0.0% |
| 7D | +11.6% | +36.6% | -24.9% | +3.5% |
| 30D | +2.3% | +13.3% | -11.0% | -1.2% |
| 3M | -13.7% | +26.2% | -39.9% | -19.0% |
| 6M | -21.9% | +88.7% | -110.7% | -34.2% |
| YTD | -24.6% | +16.6% | -41.2% | -30.8% |
| 1Y | -34.1% | +29.0% | -63.1% | -41.3% |
| 3Y | +36.3% | +99.5% | -63.2% | -3.0% |
| All | -28.3% | -66.8% | +38.5% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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