+34.4%
NVDA vs BABA
-14.2%
+48.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.5% |
| 7D | +5.9% | -4.8% | +10.6% | +7.1% |
| 30D | +5.1% | -11.9% | +17.0% | +8.2% |
| 3M | +5.4% | -9.3% | +14.6% | +7.2% |
| 6M | +26.0% | -14.2% | +40.3% | +29.4% |
| YTD | +23.7% | -22.0% | +45.7% | +30.3% |
| 1Y | +34.4% | -12.7% | +47.1% | +54.1% |
| All | +34.4% | -14.2% | +48.6% | +54.1% |
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