+867.7%
GOOG vs BABA
+17.8%
+849.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.2% |
| 7D | +2.4% | +2.4% | 0.0% | +1.8% |
| 30D | -18.1% | -7.8% | -10.3% | -16.5% |
| 3M | -19.9% | -22.4% | +2.5% | -15.1% |
| 6M | -28.2% | -26.0% | -2.2% | -23.3% |
| YTD | -9.0% | -29.3% | +20.3% | -2.4% |
| 1Y | -1.7% | -37.5% | +35.8% | +8.5% |
| 3Y | +114.5% | +31.9% | +82.6% | +88.1% |
| 5Y | +96.2% | -33.4% | +129.6% | +95.1% |
| 10Y | +654.4% | +15.7% | +638.6% | +503.3% |
| All | +867.7% | +17.8% | +849.9% | +614.5% |
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