-33.8%
BABA vs USB
+33.6%
-67.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +2.8% |
| 7D | +8.6% | -1.5% | +10.0% | +8.6% |
| 30D | -1.1% | +4.3% | -5.4% | -1.3% |
| 3M | -15.9% | -6.1% | -9.8% | -15.7% |
| 6M | -17.5% | +9.4% | -26.9% | -18.4% |
| YTD | -25.6% | +15.2% | -40.8% | -26.2% |
| 1Y | -33.8% | +32.8% | -66.6% | -31.0% |
| All | -33.8% | +33.6% | -67.5% | -31.0% |
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