+31.2%
INTC vs BABA
-39.3%
+70.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.1% | +5.0% | -0.5% |
| 7D | +17.1% | -12.7% | +29.8% | +20.7% |
| 30D | -40.5% | -14.9% | -25.6% | -38.4% |
| 3M | -39.4% | -24.6% | -14.7% | -35.7% |
| 6M | -49.3% | -29.3% | -19.9% | -45.6% |
| YTD | +65.9% | -35.0% | +100.9% | +81.1% |
| 1Y | +61.5% | -39.7% | +101.2% | +79.1% |
| 3Y | +59.6% | +21.2% | +38.4% | +47.4% |
| 5Y | +31.2% | -39.9% | +71.0% | +35.0% |
| All | +31.2% | -39.3% | +70.5% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling