+27.1%
BABA vs USB
+95.2%
-68.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.3% |
| 7D | -4.8% | +1.4% | -6.2% | -5.0% |
| 30D | -11.9% | -1.3% | -10.6% | -11.7% |
| 3M | -9.3% | +15.2% | -24.5% | -12.0% |
| 6M | -14.2% | +18.8% | -33.1% | -17.5% |
| YTD | -22.0% | +21.0% | -43.0% | -25.3% |
| 1Y | -12.7% | +34.0% | -46.7% | -18.4% |
| All | +27.1% | +95.2% | -68.0% | +5.2% |
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