-19.5%
BABA vs UMC
+226.5%
-246.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -0.8% |
| 7D | -0.2% | +6.6% | -6.8% | -0.6% |
| 30D | -12.3% | +16.6% | -28.8% | -13.1% |
| 3M | -5.3% | +11.0% | -16.3% | -6.4% |
| 6M | -13.1% | +131.3% | -144.4% | -19.4% |
| YTD | -22.4% | +182.5% | -204.9% | -28.6% |
| 1Y | -19.5% | +222.3% | -241.7% | -24.9% |
| All | -19.5% | +226.5% | -246.0% | -24.9% |
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