+34.5%
BABA vs USB
+90.4%
-55.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.0% |
| 7D | +8.6% | -1.5% | +10.0% | +8.9% |
| 30D | -1.1% | +4.3% | -5.4% | -1.9% |
| 3M | -15.9% | -6.1% | -9.8% | -15.0% |
| 6M | -17.5% | +9.4% | -26.9% | -19.2% |
| YTD | -25.6% | +15.2% | -40.8% | -28.0% |
| 1Y | -33.8% | +32.8% | -66.6% | -37.9% |
| All | +34.5% | +90.4% | -55.9% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling