+5,710.3%
AMD vs BABA
+14.8%
+5,695.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.6% | -19.9% | -18.3% |
| 7D | -28.6% | +8.6% | -37.2% | -31.1% |
| 30D | -37.7% | -1.1% | -36.6% | -37.8% |
| 3M | -16.1% | -15.9% | -0.2% | -11.2% |
| 6M | +13.8% | -17.5% | +31.4% | +20.7% |
| YTD | +88.8% | -25.6% | +114.4% | +108.5% |
| 1Y | +57.8% | -33.8% | +91.6% | +82.1% |
| 3Y | +260.3% | +34.6% | +225.7% | +194.4% |
| 5Y | +196.6% | -27.7% | +224.3% | +193.4% |
| All | +5,710.3% | +14.8% | +5,695.6% | +3,506.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling