+108.6%
ASML vs BABA
-30.9%
+139.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.8% |
| 7D | +1.1% | -4.8% | +5.9% | +2.4% |
| 30D | +2.2% | -11.9% | +14.1% | +5.4% |
| 3M | -2.3% | -9.3% | +7.0% | -0.5% |
| 6M | +23.0% | -14.2% | +37.2% | +27.1% |
| YTD | +61.1% | -22.0% | +83.1% | +70.4% |
| 1Y | +129.1% | -12.7% | +141.8% | +134.3% |
| 3Y | +165.4% | +26.7% | +138.7% | +137.3% |
| All | +108.6% | -30.9% | +139.5% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling