+19.3%
BABA vs UMC
+1,148.4%
-1,129.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.5% | -11.2% | -5.5% |
| 7D | +3.8% | -9.2% | +13.0% | +5.5% |
| 30D | -5.4% | -35.1% | +29.8% | +4.1% |
| 3M | -17.9% | -20.5% | +2.5% | -15.0% |
| 6M | -24.1% | -1.7% | -22.3% | -28.1% |
| YTD | -27.4% | +92.8% | -120.2% | -44.6% |
| 1Y | -36.1% | +104.5% | -140.5% | -52.1% |
| 3Y | +35.4% | +129.8% | -94.5% | -4.5% |
| 5Y | -30.1% | +74.0% | -104.1% | -48.1% |
| 10Y | +15.8% | +1,198.4% | -1,182.6% | -53.8% |
| All | +19.3% | +1,148.4% | -1,129.1% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling