+1,028.8%
GOOGL vs BABA
+29.8%
+999.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.4% |
| 7D | -2.3% | -4.8% | +2.5% | -1.1% |
| 30D | -6.6% | -11.9% | +5.3% | -3.9% |
| 3M | -8.9% | -9.3% | +0.3% | -7.1% |
| 6M | +11.9% | -14.2% | +26.1% | +15.3% |
| YTD | +8.3% | -22.0% | +30.4% | +13.7% |
| 1Y | +46.2% | -12.7% | +58.9% | +48.4% |
| 3Y | +151.9% | +26.7% | +125.2% | +123.7% |
| 5Y | +137.7% | -29.3% | +167.0% | +132.4% |
| 10Y | +757.6% | +21.2% | +736.3% | +581.8% |
| All | +1,028.8% | +29.8% | +999.0% | +720.3% |
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