-40.4%
BABA vs XYZ
+29.4%
-69.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.3% |
| 7D | -13.8% | -1.1% | -12.7% | -13.6% |
| 30D | -15.1% | +11.5% | -26.6% | -16.3% |
| 3M | -22.7% | +1.8% | -24.5% | -23.3% |
| 6M | -34.7% | +21.2% | -55.9% | -36.2% |
| YTD | -35.0% | +29.9% | -65.0% | -37.5% |
| 1Y | -40.4% | +35.8% | -76.2% | -42.5% |
| All | -40.4% | +29.4% | -69.8% | -42.5% |
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