+10.9%
JPM vs BABA
-37.8%
+48.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | -2.5% | -3.6% | +1.1% | -2.3% |
| 30D | +2.7% | -8.4% | +11.1% | +3.0% |
| 3M | -4.7% | -20.6% | +15.9% | -3.9% |
| 6M | +15.6% | -25.4% | +40.9% | +18.0% |
| YTD | +8.6% | -30.1% | +38.7% | +10.6% |
| 1Y | +10.9% | -36.3% | +47.2% | +12.9% |
| All | +10.9% | -37.8% | +48.6% | +12.9% |
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