+69.8%
QQQ vs BABA
-28.1%
+97.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.2% |
| 7D | -5.0% | +11.6% | -16.6% | -6.8% |
| 30D | -13.4% | +2.3% | -15.7% | -13.8% |
| 3M | -8.1% | -13.7% | +5.6% | -6.1% |
| 6M | -5.5% | -21.9% | +16.4% | -2.2% |
| YTD | +7.2% | -24.6% | +31.8% | +11.1% |
| 1Y | +7.8% | -34.1% | +41.9% | +14.2% |
| 3Y | +80.7% | +36.3% | +44.5% | +64.3% |
| All | +69.8% | -28.1% | +97.9% | +61.6% |
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