+203.6%
C vs BABA
+23.9%
+179.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.6% | -7.7% | -5.6% |
| 7D | -5.3% | +8.6% | -13.9% | -7.0% |
| 30D | -7.3% | -1.1% | -6.2% | -7.2% |
| 3M | -13.5% | -15.9% | +2.4% | -10.7% |
| 6M | -6.5% | -17.5% | +11.1% | -3.7% |
| YTD | +3.6% | -25.6% | +29.2% | +8.5% |
| 1Y | +18.9% | -33.8% | +52.7% | +27.5% |
| 3Y | +205.0% | +34.6% | +170.4% | +167.4% |
| 5Y | +109.4% | -27.7% | +137.0% | +102.1% |
| 10Y | +232.9% | +17.7% | +215.2% | +160.5% |
| All | +203.6% | +23.9% | +179.7% | +118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling