+44.9%
C vs BABA
-14.2%
+59.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +3.6% | -4.8% | +8.4% | +4.0% |
| 30D | +0.1% | -11.9% | +12.0% | +0.9% |
| 3M | +2.4% | -9.3% | +11.7% | +3.5% |
| 6M | +24.9% | -14.2% | +39.2% | +26.1% |
| YTD | +19.8% | -22.0% | +41.8% | +22.5% |
| 1Y | +44.9% | -12.7% | +57.6% | +50.2% |
| All | +44.9% | -14.2% | +59.0% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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