+3.6%
GOOG vs BABA
-34.7%
+38.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.9% | -1.7% | +1.8% |
| 7D | -10.7% | +4.3% | -15.0% | -11.8% |
| 30D | -16.4% | -5.0% | -11.5% | -15.3% |
| 3M | -23.4% | -18.4% | -5.0% | -19.4% |
| 6M | -24.2% | -20.3% | -4.0% | -19.8% |
| YTD | -8.3% | -27.5% | +19.2% | -2.1% |
| 1Y | +3.6% | -35.3% | +38.9% | +14.3% |
| All | +3.6% | -34.7% | +38.2% | +14.3% |
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