+0.8%
META vs BABA
-34.7%
+35.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.5% | +0.4% |
| 7D | +2.9% | +4.3% | -1.4% | +1.9% |
| 30D | -15.1% | -5.0% | -10.1% | -14.2% |
| 3M | +7.2% | -18.4% | +25.6% | +11.8% |
| 6M | +3.4% | -20.3% | +23.7% | +7.3% |
| YTD | -4.3% | -27.5% | +23.2% | +0.5% |
| 1Y | +0.8% | -35.3% | +36.1% | +6.1% |
| All | +0.8% | -34.7% | +35.4% | +6.1% |
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