-9.1%
T vs BABA
-14.2%
+5.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.9% |
| 7D | -1.3% | -4.8% | +3.5% | -1.5% |
| 30D | +11.4% | -11.9% | +23.3% | +10.8% |
| 3M | +14.3% | -9.3% | +23.6% | +13.8% |
| 6M | -9.3% | -14.2% | +5.0% | -9.7% |
| YTD | +7.1% | -22.0% | +29.1% | +5.8% |
| 1Y | -9.1% | -12.7% | +3.6% | -10.3% |
| All | -9.1% | -14.2% | +5.1% | -10.3% |
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