+46.1%
GOOGL vs BABA
-14.2%
+60.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | -2.3% | -4.8% | +2.4% | -1.2% |
| 30D | -6.6% | -11.9% | +5.3% | -3.9% |
| 3M | -9.0% | -9.3% | +0.3% | -7.0% |
| 6M | +11.8% | -14.2% | +26.0% | +15.2% |
| YTD | +8.3% | -22.0% | +30.3% | +13.2% |
| 1Y | +46.1% | -12.7% | +58.8% | +58.6% |
| All | +46.1% | -14.2% | +60.3% | +58.6% |
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