+617.8%
QQQ vs BABA
+25.5%
+592.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.1% |
| 7D | -5.0% | +11.6% | -16.6% | -7.4% |
| 30D | -13.4% | +2.3% | -15.7% | -14.0% |
| 3M | -8.1% | -13.7% | +5.6% | -5.4% |
| 6M | -5.5% | -21.9% | +16.4% | -0.9% |
| YTD | +7.2% | -24.6% | +31.8% | +12.6% |
| 1Y | +7.8% | -34.1% | +41.9% | +16.6% |
| 3Y | +80.7% | +36.3% | +44.5% | +57.0% |
| 5Y | +69.6% | -26.7% | +96.3% | +63.2% |
| 10Y | +517.8% | +19.2% | +498.6% | +395.6% |
| All | +617.8% | +25.5% | +592.3% | +432.1% |
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 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