-18.8%
IBM vs BABA
-36.6%
+17.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.6% |
| 7D | -2.5% | +3.8% | -6.4% | -2.7% |
| 30D | +8.4% | -5.4% | +13.7% | +8.6% |
| 3M | +4.5% | -17.9% | +22.4% | +5.7% |
| 6M | +7.9% | -24.1% | +32.0% | +10.3% |
| YTD | -15.2% | -27.4% | +12.2% | -11.9% |
| All | -18.8% | -36.6% | +17.8% | -16.7% |
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