+41.4%
NFLX vs BABA
+32.5%
+9.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.9% |
| 7D | -0.3% | +2.4% | -2.6% | -0.4% |
| 30D | -10.0% | -7.8% | -2.2% | -9.5% |
| 3M | -17.1% | -22.4% | +5.3% | -15.7% |
| 6M | -27.7% | -26.0% | -1.7% | -26.3% |
| YTD | -32.5% | -29.3% | -3.3% | -31.3% |
| 1Y | -43.5% | -37.5% | -6.0% | -41.9% |
| 3Y | +41.4% | +31.9% | +9.5% | +32.7% |
| All | +41.4% | +32.5% | +9.0% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling