+1,563.4%
ASML vs BABA
+20.7%
+1,542.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.9% | -8.5% | -5.2% |
| 7D | -10.0% | +4.3% | -14.3% | -11.4% |
| 30D | -19.4% | -5.0% | -14.5% | -18.3% |
| 3M | -12.5% | -18.4% | +5.9% | -7.3% |
| 6M | +8.2% | -20.3% | +28.5% | +14.8% |
| YTD | +40.7% | -27.5% | +68.2% | +53.2% |
| 1Y | +46.1% | -35.3% | +81.5% | +64.9% |
| 3Y | +138.5% | +31.2% | +107.3% | +103.5% |
| 5Y | +84.2% | -32.1% | +116.3% | +81.5% |
| 10Y | +1,505.1% | +14.7% | +1,490.5% | +1,194.6% |
| All | +1,563.4% | +20.7% | +1,542.7% | +1,117.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling