+871.4%
GOOG vs BABA
+20.8%
+850.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.5% | +1.6% |
| 7D | +2.9% | +3.8% | -1.0% | +1.9% |
| 30D | -17.8% | -5.4% | -12.4% | -16.7% |
| 3M | -19.0% | -17.9% | -1.1% | -15.4% |
| 6M | -27.9% | -24.1% | -3.8% | -23.5% |
| YTD | -8.7% | -27.4% | +18.8% | -2.6% |
| 1Y | +2.5% | -36.1% | +38.6% | +12.5% |
| 3Y | +119.2% | +35.4% | +83.9% | +91.0% |
| 5Y | +93.4% | -30.1% | +123.5% | +89.7% |
| 10Y | +635.3% | +15.8% | +619.5% | +488.3% |
| All | +871.4% | +20.8% | +850.6% | +612.9% |
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