+8.3%
DIS vs BABA
-34.7%
+42.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.7% | +3.7% |
| 7D | +9.1% | +4.3% | +4.8% | +8.6% |
| 30D | +14.8% | -5.0% | +19.8% | +15.2% |
| 3M | +21.2% | -18.4% | +39.5% | +23.2% |
| 6M | +18.3% | -20.3% | +38.6% | +21.1% |
| YTD | +5.4% | -27.5% | +32.9% | +9.5% |
| 1Y | +8.3% | -35.3% | +43.6% | +11.4% |
| All | +8.3% | -34.7% | +42.9% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling