+296.4%
ARM vs BABA
+35.9%
+260.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.5% |
| 7D | +5.5% | -4.8% | +10.2% | +7.2% |
| 30D | -8.2% | -11.9% | +3.7% | -4.5% |
| 3M | -35.9% | -9.3% | -26.7% | -34.2% |
| 6M | +103.1% | -14.2% | +117.4% | +113.2% |
| YTD | +130.6% | -22.0% | +152.7% | +148.7% |
| 1Y | +86.1% | -12.7% | +98.8% | +94.8% |
| All | +296.4% | +35.9% | +260.5% | +249.8% |
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