+22.7%
C vs BABA
-36.6%
+59.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.7% | +6.2% | +2.7% |
| 7D | -0.9% | +3.8% | -4.7% | -1.3% |
| 30D | -5.4% | -5.4% | 0.0% | -5.1% |
| 3M | -9.2% | -17.9% | +8.8% | -8.1% |
| 6M | -1.8% | -24.1% | +22.2% | +1.2% |
| YTD | +6.7% | -27.4% | +34.1% | +10.6% |
| All | +22.7% | -36.6% | +59.2% | +26.3% |
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