+0.3%
C vs BABA
-20.7%
+21.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.3% | +1.7% |
| 7D | +1.1% | +4.3% | -3.2% | +1.0% |
| 30D | -2.4% | -5.0% | +2.5% | -2.7% |
| 3M | -8.4% | -18.4% | +10.0% | -9.2% |
| 6M | +0.3% | -20.3% | +20.6% | +0.6% |
| All | +0.3% | -20.7% | +21.0% | +0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling