+44.9%
GOOGL vs BABA
-18.7%
+63.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +1.1% | -0.2% | +1.2% | +1.1% |
| 30D | -4.4% | -12.3% | +7.8% | -1.5% |
| 3M | -6.8% | -5.3% | -1.5% | -5.6% |
| 6M | +13.6% | -13.1% | +26.6% | +16.8% |
| YTD | +8.3% | -22.4% | +30.7% | +13.4% |
| 1Y | +44.9% | -19.5% | +64.4% | +58.0% |
| All | +44.9% | -18.7% | +63.7% | +58.0% |
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