+36.3%
BABA vs XYZ
+73.8%
-37.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | +11.6% | +12.1% | -0.5% | +9.8% |
| 30D | +2.3% | +12.4% | -10.1% | +0.6% |
| 3M | -13.7% | +8.2% | -21.9% | -14.9% |
| 6M | -21.9% | +20.7% | -42.6% | -24.3% |
| YTD | -24.6% | +31.3% | -56.0% | -28.0% |
| 1Y | -34.1% | +20.5% | -54.6% | -36.4% |
| 3Y | +36.3% | +72.6% | -36.4% | +9.8% |
| All | +36.3% | +73.8% | -37.5% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling