-28.3%
BABA vs XYZ
-64.1%
+35.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.8% |
| 7D | +11.6% | +12.1% | -0.5% | +7.7% |
| 30D | +2.3% | +12.4% | -10.1% | -1.4% |
| 3M | -13.7% | +8.2% | -21.9% | -16.2% |
| 6M | -21.9% | +20.7% | -42.6% | -27.2% |
| YTD | -24.6% | +31.3% | -56.0% | -32.5% |
| 1Y | -34.1% | +20.5% | -54.6% | -39.7% |
| 3Y | +36.3% | +72.6% | -36.4% | -1.7% |
| All | -28.3% | -64.1% | +35.8% | -1.7% |
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