-19.5%
BABA vs XYZ
+6.7%
-26.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.1% |
| 7D | -0.2% | +2.9% | -3.0% | -0.5% |
| 30D | -12.3% | +1.4% | -13.7% | -12.6% |
| 3M | -5.3% | +14.6% | -19.9% | -7.3% |
| 6M | -13.1% | +20.8% | -33.8% | -16.1% |
| YTD | -22.4% | +23.1% | -45.5% | -24.7% |
| 1Y | -19.5% | +5.6% | -25.1% | -14.4% |
| All | -19.5% | +6.7% | -26.2% | -14.4% |
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