+105.9%
C vs BABA
-28.1%
+134.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -2.4% | +11.6% | -14.0% | -3.9% |
| 30D | -6.0% | +2.3% | -8.3% | -6.4% |
| 3M | -10.5% | -13.7% | +3.1% | -9.0% |
| 6M | -5.7% | -21.9% | +16.2% | -2.9% |
| YTD | +4.1% | -24.6% | +28.8% | +7.3% |
| 1Y | +20.5% | -34.1% | +54.6% | +26.5% |
| 3Y | +208.1% | +36.3% | +171.9% | +183.0% |
| All | +105.9% | -28.1% | +134.0% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling