+1,323.9%
ASML vs BABA
+14.8%
+1,309.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.6% | -12.0% | -10.2% |
| 7D | -19.0% | +8.6% | -27.6% | -21.4% |
| 30D | -25.9% | -1.1% | -24.8% | -25.9% |
| 3M | -19.1% | -15.9% | -3.1% | -15.1% |
| 6M | -5.7% | -17.5% | +11.8% | -1.1% |
| YTD | +27.6% | -25.6% | +53.2% | +37.8% |
| 1Y | +30.8% | -33.8% | +64.6% | +46.7% |
| 3Y | +116.2% | +34.6% | +81.6% | +81.7% |
| 5Y | +67.7% | -27.7% | +95.3% | +62.7% |
| All | +1,323.9% | +14.8% | +1,309.2% | +1,066.6% |
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