-55.8%
BABA vs U
-44.5%
-11.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | -4.8% | -3.8% | -1.0% | -3.9% |
| 30D | -11.9% | +17.5% | -29.3% | -15.4% |
| 3M | -9.3% | +38.7% | -48.0% | -16.4% |
| 6M | -14.2% | +104.4% | -118.7% | -28.4% |
| YTD | -22.0% | -5.7% | -16.4% | -24.2% |
| 1Y | -12.7% | +3.7% | -16.4% | -18.1% |
| 3Y | +26.7% | +12.3% | +14.3% | +7.2% |
| 5Y | -29.3% | -68.8% | +39.5% | -29.0% |
| All | -55.8% | -44.5% | -11.4% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling