+1,644.6%
ASML vs BABA
+19.8%
+1,624.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.8% |
| 7D | +1.1% | -4.8% | +5.9% | +2.7% |
| 30D | +2.2% | -11.9% | +14.1% | +6.1% |
| 3M | -2.3% | -9.3% | +7.0% | -0.1% |
| 6M | +23.0% | -14.2% | +37.2% | +27.9% |
| YTD | +61.1% | -22.0% | +83.1% | +72.2% |
| 1Y | +129.1% | -12.7% | +141.8% | +134.5% |
| 3Y | +165.4% | +26.7% | +138.7% | +128.7% |
| 5Y | +109.5% | -29.3% | +138.8% | +105.7% |
| All | +1,644.6% | +19.8% | +1,624.8% | +1,262.6% |
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