+444.8%
NVDA vs BABA
-40.0%
+484.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.7% | -13.8% | +1.0% | -9.2% |
| 30D | -26.4% | -15.1% | -11.3% | -23.2% |
| 3M | -27.6% | -22.7% | -4.9% | -22.9% |
| 6M | -27.7% | -34.7% | +7.0% | -19.7% |
| YTD | -12.5% | -35.0% | +22.5% | -3.1% |
| 1Y | -12.6% | -40.4% | +27.8% | -1.1% |
| 3Y | +235.9% | +21.9% | +214.0% | +195.4% |
| All | +444.8% | -40.0% | +484.8% | +396.7% |
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 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