+132.6%
GOOG vs BABA
-30.9%
+163.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -2.1% | -4.8% | +2.6% | -1.3% |
| 30D | -6.8% | -11.9% | +5.1% | -4.9% |
| 3M | -9.1% | -9.3% | +0.2% | -7.8% |
| 6M | +10.7% | -14.2% | +25.0% | +13.1% |
| YTD | +7.1% | -22.0% | +29.1% | +10.8% |
| 1Y | +44.6% | -12.7% | +57.3% | +46.5% |
| 3Y | +147.4% | +26.7% | +120.8% | +129.7% |
| All | +132.6% | -30.9% | +163.5% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling