+656.1%
JPM vs BABA
+25.5%
+630.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | -0.8% | +11.6% | -12.4% | -2.4% |
| 30D | +1.5% | +2.3% | -0.8% | +1.1% |
| 3M | -5.7% | -13.7% | +8.0% | -3.8% |
| 6M | +7.2% | -21.9% | +29.1% | +10.6% |
| YTD | +5.8% | -24.6% | +30.5% | +9.2% |
| 1Y | +8.8% | -34.1% | +42.9% | +14.6% |
| 3Y | +147.4% | +36.3% | +111.2% | +123.5% |
| 5Y | +125.3% | -26.7% | +152.1% | +118.1% |
| 10Y | +540.5% | +19.2% | +521.3% | +420.9% |
| All | +656.1% | +25.5% | +630.6% | +483.5% |
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