+849.8%
GOOGL vs BABA
+25.5%
+824.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | +1.8% | +11.6% | -9.9% | -1.0% |
| 30D | -18.8% | +2.3% | -21.0% | -19.2% |
| 3M | -20.3% | -13.7% | -6.7% | -17.7% |
| 6M | -28.4% | -21.9% | -6.5% | -24.5% |
| YTD | -8.8% | -24.6% | +15.8% | -3.6% |
| 1Y | +0.3% | -34.1% | +34.4% | +9.3% |
| 3Y | +120.7% | +36.3% | +84.5% | +92.2% |
| 5Y | +93.1% | -26.7% | +119.9% | +87.1% |
| 10Y | +636.1% | +19.2% | +616.9% | +487.2% |
| All | +849.8% | +25.5% | +824.3% | +595.2% |
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