-12.7%
BABA vs USB
+35.1%
-47.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.3% |
| 7D | -4.8% | +1.4% | -6.2% | -4.9% |
| 30D | -11.9% | -1.3% | -10.6% | -11.8% |
| 3M | -9.3% | +15.2% | -24.5% | -11.5% |
| 6M | -14.2% | +18.8% | -33.1% | -17.3% |
| YTD | -22.0% | +21.0% | -43.0% | -24.9% |
| 1Y | -12.7% | +34.0% | -46.7% | -18.7% |
| All | -12.7% | +35.1% | -47.9% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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