-39.8%
BABA vs Z
-53.4%
+13.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -1.0% |
| 7D | -13.8% | +0.8% | -14.6% | -14.1% |
| 30D | -15.1% | +5.2% | -20.3% | -17.3% |
| 3M | -22.7% | -17.0% | -5.7% | -19.5% |
| 6M | -34.7% | -22.7% | -12.0% | -30.9% |
| YTD | -35.0% | -56.3% | +21.3% | -18.4% |
| 1Y | -40.4% | -57.7% | +17.2% | -24.7% |
| 3Y | +21.9% | -16.5% | +38.5% | +6.6% |
| All | -39.8% | -53.4% | +13.7% | -39.6% |
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