+28.2%
BABA vs UMC
+1,641.3%
-1,613.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.3% | +0.1% |
| 7D | -4.8% | +5.0% | -9.7% | -5.9% |
| 30D | -11.9% | +7.7% | -19.6% | -13.7% |
| 3M | -9.3% | +1.7% | -10.9% | -11.9% |
| 6M | -14.2% | +113.9% | -128.2% | -33.2% |
| YTD | -22.0% | +168.9% | -190.9% | -44.2% |
| 1Y | -12.7% | +207.2% | -219.9% | -40.1% |
| 3Y | +26.7% | +227.7% | -201.0% | -16.8% |
| 5Y | -29.3% | +118.0% | -147.4% | -49.7% |
| 10Y | +21.2% | +1,682.1% | -1,660.9% | -54.5% |
| All | +28.2% | +1,641.3% | -1,613.2% | -53.0% |
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 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