+1,582.8%
ASML vs BABA
+14.9%
+1,567.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +2.1% |
| 7D | +2.5% | -3.6% | +6.1% | +3.5% |
| 30D | -12.2% | -8.4% | -3.9% | -10.0% |
| 3M | -14.6% | -20.6% | +6.0% | -8.8% |
| 6M | -1.7% | -25.4% | +23.6% | +6.4% |
| YTD | +44.3% | -30.1% | +74.4% | +58.9% |
| 1Y | +51.0% | -36.3% | +87.3% | +71.3% |
| 3Y | +137.6% | +30.4% | +107.2% | +101.4% |
| 5Y | +92.7% | -35.7% | +128.5% | +95.6% |
| 10Y | +1,582.8% | +16.0% | +1,566.8% | +1,289.2% |
| All | +1,582.8% | +14.9% | +1,567.9% | +1,289.2% |
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