+10.0%
JPM vs BABA
-36.6%
+46.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.7% | +6.0% | +2.4% |
| 7D | +0.4% | +3.8% | -3.4% | +0.2% |
| 30D | +2.7% | -5.4% | +8.1% | +2.8% |
| 3M | -3.8% | -17.9% | +14.1% | -3.2% |
| 6M | +14.3% | -24.1% | +38.4% | +16.8% |
| YTD | +8.2% | -27.4% | +35.7% | +9.9% |
| All | +10.0% | -36.6% | +46.6% | +11.6% |
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