+130.7%
C vs BABA
-30.9%
+161.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +3.6% | -4.8% | +8.4% | +4.3% |
| 30D | +0.1% | -11.9% | +12.0% | +1.7% |
| 3M | +2.4% | -9.3% | +11.7% | +3.5% |
| 6M | +24.9% | -14.2% | +39.2% | +26.9% |
| YTD | +19.8% | -22.0% | +41.8% | +23.1% |
| 1Y | +44.9% | -12.7% | +57.6% | +45.5% |
| 3Y | +263.0% | +26.7% | +236.3% | +237.5% |
| All | +130.7% | -30.9% | +161.6% | +129.4% |
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