+112.1%
INTC vs BABA
+25.5%
+86.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.3% | +6.4% | +7.4% |
| 7D | -14.4% | +11.6% | -26.1% | -17.2% |
| 30D | -50.2% | +2.3% | -52.5% | -50.6% |
| 3M | -43.6% | -13.7% | -29.9% | -41.7% |
| 6M | -50.2% | -21.9% | -28.3% | -47.3% |
| YTD | +52.5% | -24.6% | +77.2% | +62.4% |
| 1Y | +51.1% | -34.1% | +85.2% | +66.5% |
| 3Y | +50.3% | +36.3% | +14.0% | +30.9% |
| 5Y | +19.2% | -26.7% | +45.9% | +15.8% |
| 10Y | +105.1% | +19.2% | +85.9% | +71.0% |
| All | +112.1% | +25.5% | +86.6% | +62.2% |
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