-28.3%
BABA vs UMC
+64.2%
-92.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.4% |
| 7D | +11.6% | -17.0% | +28.6% | +16.4% |
| 30D | +2.3% | -40.6% | +42.9% | +16.6% |
| 3M | -13.7% | -27.9% | +14.2% | -7.9% |
| 6M | -21.9% | -7.5% | -14.4% | -27.2% |
| YTD | -24.6% | +79.3% | -104.0% | -48.1% |
| 1Y | -34.1% | +92.8% | -126.9% | -56.2% |
| 3Y | +36.3% | +108.2% | -71.9% | -17.7% |
| All | -28.3% | +64.2% | -92.5% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling