-31.3%
BABA vs UMC
+118.0%
-149.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.3% | 0.0% |
| 7D | -4.8% | +5.0% | -9.7% | -6.1% |
| 30D | -11.9% | +7.7% | -19.6% | -14.0% |
| 3M | -9.3% | +1.7% | -10.9% | -12.7% |
| 6M | -14.2% | +113.9% | -128.2% | -38.6% |
| YTD | -22.0% | +168.9% | -190.9% | -50.9% |
| 1Y | -12.7% | +207.2% | -219.9% | -48.6% |
| 3Y | +26.7% | +227.7% | -201.0% | -32.0% |
| All | -31.3% | +118.0% | -149.3% | -59.5% |
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