-31.3%
BABA vs XYZ
-69.4%
+38.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | -4.8% | -1.0% | -3.8% | -4.6% |
| 30D | -11.9% | -1.7% | -10.2% | -11.8% |
| 3M | -9.3% | +16.7% | -26.0% | -14.0% |
| 6M | -14.2% | +26.9% | -41.1% | -21.2% |
| YTD | -22.0% | +27.1% | -49.2% | -29.3% |
| 1Y | -12.7% | +9.3% | -22.0% | -17.5% |
| 3Y | +26.7% | +42.3% | -15.6% | -2.0% |
| All | -31.3% | -69.4% | +38.1% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling