+638.2%
QQQ vs BABA
+17.8%
+620.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.1% |
| 7D | -1.5% | +2.4% | -3.9% | -2.2% |
| 30D | -10.2% | -7.8% | -2.4% | -8.7% |
| 3M | -6.3% | -22.4% | +16.1% | -1.2% |
| 6M | -4.9% | -26.0% | +21.1% | +0.9% |
| YTD | +10.2% | -29.3% | +39.5% | +17.4% |
| 1Y | +8.8% | -37.5% | +46.3% | +19.1% |
| 3Y | +81.4% | +31.9% | +49.5% | +58.5% |
| 5Y | +78.5% | -33.4% | +111.9% | +76.1% |
| 10Y | +523.8% | +15.7% | +508.1% | +403.2% |
| All | +638.2% | +17.8% | +620.5% | +454.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling