-12.7%
BABA vs Z
-58.8%
+46.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.6% |
| 7D | -4.8% | -3.0% | -1.8% | -4.3% |
| 30D | -11.9% | -4.2% | -7.7% | -11.4% |
| 3M | -9.3% | -3.7% | -5.6% | -9.2% |
| 6M | -14.2% | -24.5% | +10.3% | -10.9% |
| YTD | -22.0% | -49.3% | +27.3% | -14.0% |
| 1Y | -12.7% | -58.7% | +46.0% | +2.7% |
| All | -12.7% | -58.8% | +46.1% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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