-35.9%
BABA vs XYZ
+32.9%
-68.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.6% | -7.3% | -4.1% |
| 7D | +3.8% | +14.9% | -11.1% | +2.0% |
| 30D | -5.4% | +14.7% | -20.0% | -7.0% |
| 3M | -17.9% | +12.1% | -30.0% | -19.3% |
| 6M | -24.1% | +18.3% | -42.4% | -25.7% |
| YTD | -27.4% | +36.1% | -63.5% | -30.5% |
| All | -35.9% | +32.9% | -68.8% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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