+954.6%
COST vs BABA
+20.8%
+933.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +1.5% |
| 7D | +2.5% | +3.8% | -1.4% | +2.1% |
| 30D | +12.8% | -5.4% | +18.1% | +13.2% |
| 3M | +12.7% | -17.9% | +30.6% | +14.4% |
| 6M | +6.0% | -24.1% | +30.1% | +8.1% |
| YTD | +24.4% | -27.4% | +51.8% | +27.0% |
| 1Y | +16.2% | -36.1% | +52.3% | +19.9% |
| 3Y | +96.9% | +35.4% | +61.5% | +85.6% |
| 5Y | +121.1% | -30.1% | +151.2% | +117.6% |
| 10Y | +758.4% | +15.8% | +742.6% | +679.9% |
| All | +954.6% | +20.8% | +933.8% | +835.8% |
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