+6,406.4%
AMD vs BABA
+19.8%
+6,386.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.2% |
| 7D | +2.6% | -4.8% | +7.3% | +4.6% |
| 30D | -0.9% | -11.9% | +11.0% | +3.6% |
| 3M | -8.7% | -9.3% | +0.5% | -6.1% |
| 6M | +136.3% | -14.2% | +150.6% | +148.2% |
| YTD | +123.0% | -22.0% | +145.0% | +143.3% |
| 1Y | +195.2% | -12.7% | +207.9% | +205.1% |
| 3Y | +336.3% | +26.7% | +309.7% | +267.3% |
| 5Y | +334.5% | -29.3% | +363.8% | +336.7% |
| All | +6,406.4% | +19.8% | +6,386.6% | +3,649.5% |
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 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