-12.7%
BABA vs UMC
+209.4%
-222.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.3% | +1.0% |
| 7D | -4.8% | +5.0% | -9.7% | -5.0% |
| 30D | -11.9% | +7.7% | -19.6% | -12.3% |
| 3M | -9.3% | +1.7% | -10.9% | -9.8% |
| 6M | -14.2% | +113.9% | -128.2% | -20.1% |
| YTD | -22.0% | +168.9% | -190.9% | -27.8% |
| 1Y | -12.7% | +207.2% | -219.9% | -18.0% |
| All | -12.7% | +209.4% | -222.2% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling