+26.0%
C vs BABA
-34.7%
+60.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.3% | +1.3% |
| 7D | +1.1% | +4.3% | -3.2% | +0.7% |
| 30D | -2.4% | -5.0% | +2.5% | -2.2% |
| 3M | -8.4% | -18.4% | +10.0% | -7.2% |
| 6M | +0.3% | -20.3% | +20.6% | +2.6% |
| YTD | +9.1% | -27.5% | +36.6% | +13.1% |
| 1Y | +26.0% | -35.3% | +61.4% | +29.7% |
| All | +26.0% | -34.7% | +60.7% | +29.7% |
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