-16.7%
IBM vs BABA
-41.9%
+25.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | -13.8% | +15.3% | +2.2% |
| 30D | +9.2% | -15.1% | +24.3% | +10.0% |
| 3M | +4.9% | -22.7% | +27.7% | +6.3% |
| 6M | +16.8% | -34.7% | +51.4% | +20.8% |
| YTD | -14.3% | -35.0% | +20.7% | -10.2% |
| 1Y | -16.7% | -40.4% | +23.7% | -13.0% |
| All | -16.7% | -41.9% | +25.2% | -13.0% |
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