+25.7%
C vs BABA
-41.9%
+67.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | +4.2% | -13.8% | +17.9% | +5.1% |
| 30D | +2.0% | -15.1% | +17.1% | +3.0% |
| 3M | -10.1% | -22.7% | +12.6% | -8.8% |
| 6M | +1.0% | -34.7% | +35.7% | +5.5% |
| YTD | +8.5% | -35.0% | +43.5% | +13.4% |
| 1Y | +25.7% | -40.4% | +66.1% | +31.3% |
| All | +25.7% | -41.9% | +67.7% | +31.3% |
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