+140.3%
ASML vs BABA
+29.3%
+111.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.9% | -8.5% | -4.9% |
| 7D | -10.0% | +4.3% | -14.3% | -11.2% |
| 30D | -19.4% | -5.0% | -14.5% | -18.4% |
| 3M | -12.5% | -18.4% | +5.9% | -7.9% |
| 6M | +8.2% | -20.3% | +28.5% | +14.4% |
| YTD | +40.7% | -27.5% | +68.2% | +52.0% |
| 1Y | +46.1% | -35.3% | +81.5% | +62.8% |
| All | +140.3% | +29.3% | +111.1% | +107.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling