+62.8%
META vs BABA
-30.9%
+93.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | +6.7% | -4.8% | +11.5% | +8.0% |
| 30D | +4.8% | -11.9% | +16.7% | +7.8% |
| 3M | -1.6% | -9.3% | +7.6% | +0.4% |
| 6M | -7.5% | -14.2% | +6.8% | -4.6% |
| YTD | -6.4% | -22.0% | +15.6% | -1.7% |
| 1Y | -17.3% | -12.7% | -4.6% | -16.1% |
| 3Y | +109.9% | +26.7% | +83.3% | +86.0% |
| All | +62.8% | -30.9% | +93.7% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling