-31.3%
BABA vs USB
+40.0%
-71.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.4% |
| 7D | -4.8% | +1.4% | -6.2% | -5.2% |
| 30D | -11.9% | -1.3% | -10.6% | -11.6% |
| 3M | -9.3% | +15.2% | -24.5% | -14.0% |
| 6M | -14.2% | +18.8% | -33.1% | -19.9% |
| YTD | -22.0% | +21.0% | -43.0% | -27.8% |
| 1Y | -12.7% | +34.0% | -46.7% | -22.3% |
| 3Y | +26.7% | +95.3% | -68.7% | -7.7% |
| All | -31.3% | +40.0% | -71.3% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling