+57.6%
T vs BABA
-35.2%
+92.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.5% |
| 7D | +2.0% | -3.6% | +5.6% | +2.1% |
| 30D | -1.0% | -8.4% | +7.3% | -0.7% |
| 3M | -8.1% | -20.6% | +12.5% | -7.3% |
| 6M | -8.3% | -25.4% | +17.1% | -7.3% |
| YTD | -6.1% | -30.1% | +24.0% | -5.0% |
| 1Y | -7.4% | -36.3% | +28.9% | -5.9% |
| 3Y | +65.4% | +30.4% | +35.1% | +58.6% |
| 5Y | +57.6% | -35.7% | +93.4% | +54.1% |
| All | +57.6% | -35.2% | +92.9% | +54.1% |
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 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