+706.6%
JPM vs BABA
+29.8%
+676.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | +0.3% | -4.8% | +5.0% | +1.0% |
| 30D | -0.2% | -11.9% | +11.7% | +1.6% |
| 3M | +15.9% | -9.3% | +25.1% | +17.1% |
| 6M | +20.9% | -14.2% | +35.2% | +22.9% |
| YTD | +12.9% | -22.0% | +34.9% | +16.1% |
| 1Y | +20.3% | -12.7% | +33.0% | +20.9% |
| 3Y | +160.9% | +26.7% | +134.3% | +139.2% |
| 5Y | +154.8% | -29.3% | +184.2% | +148.9% |
| 10Y | +591.1% | +21.2% | +569.9% | +461.7% |
| All | +706.6% | +29.8% | +676.8% | +520.2% |
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