-9.8%
T vs BABA
-41.9%
+32.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.5% | -13.8% | +16.3% | +2.1% |
| 30D | -3.8% | -15.1% | +11.3% | -4.4% |
| 3M | -8.7% | -22.7% | +14.0% | -9.3% |
| 6M | -8.1% | -34.7% | +26.6% | -9.5% |
| YTD | -6.4% | -35.0% | +28.6% | -7.7% |
| 1Y | -9.8% | -40.4% | +30.7% | -11.5% |
| All | -9.8% | -41.9% | +32.2% | -11.5% |
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