-36.3%
BABA vs Z
-59.6%
+23.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.4% |
| 7D | -3.6% | -13.1% | +9.5% | -1.7% |
| 30D | -8.4% | +5.9% | -14.2% | -9.8% |
| 3M | -20.6% | -13.7% | -6.9% | -19.4% |
| 6M | -25.4% | -27.1% | +1.7% | -22.4% |
| YTD | -30.1% | -56.8% | +26.7% | -21.7% |
| 1Y | -36.3% | -60.2% | +23.9% | -27.8% |
| All | -36.3% | -59.6% | +23.3% | -27.8% |
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