+47.2%
BABA vs Z
+9.5%
+37.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -10.6% | +13.3% | +5.0% |
| 7D | +8.6% | -2.3% | +10.8% | +8.8% |
| 30D | -1.1% | +9.4% | -10.4% | -3.8% |
| 3M | -15.9% | -16.1% | +0.2% | -13.6% |
| 6M | -17.5% | -30.4% | +12.9% | -11.9% |
| YTD | -25.6% | -55.6% | +30.0% | -12.7% |
| 1Y | -33.8% | -58.5% | +24.7% | -21.4% |
| 3Y | +34.6% | -19.6% | +54.2% | +30.6% |
| 5Y | -27.7% | -54.1% | +26.5% | -23.7% |
| 10Y | +17.7% | -12.1% | +29.8% | -0.8% |
| All | +47.2% | +9.5% | +37.7% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling