-30.1%
BABA vs Z
-55.0%
+24.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.8% | -7.5% | -4.9% |
| 7D | +3.8% | -5.2% | +9.0% | +5.0% |
| 30D | -5.4% | +5.7% | -11.1% | -7.9% |
| 3M | -17.9% | -8.7% | -9.2% | -17.1% |
| 6M | -24.1% | -26.0% | +1.9% | -18.5% |
| YTD | -27.4% | -55.0% | +27.6% | -9.8% |
| 1Y | -36.1% | -58.0% | +21.9% | -19.0% |
| 3Y | +35.4% | -15.2% | +50.5% | +18.1% |
| 5Y | -30.1% | -53.8% | +23.7% | -30.5% |
| All | -30.1% | -55.0% | +24.9% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling