-27.7%
BABA vs U
-67.9%
+40.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +14.9% | -12.3% | -0.9% |
| 7D | +8.6% | +24.3% | -15.7% | +2.9% |
| 30D | -1.1% | +8.6% | -9.7% | -3.5% |
| 3M | -15.9% | +37.6% | -53.5% | -23.0% |
| 6M | -17.5% | +78.5% | -96.0% | -29.6% |
| YTD | -25.6% | +10.5% | -36.1% | -30.8% |
| 1Y | -33.8% | +15.2% | -49.0% | -39.5% |
| 3Y | +34.6% | +76.6% | -41.9% | -0.9% |
| 5Y | -27.7% | -67.9% | +40.2% | -20.1% |
| All | -27.7% | -67.9% | +40.3% | -20.1% |
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