+691.7%
AVGO vs BABA
-30.9%
+722.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -3.0% | -4.8% | +1.8% | -2.1% |
| 30D | -14.4% | -11.9% | -2.5% | -12.7% |
| 3M | -14.4% | -9.3% | -5.2% | -13.3% |
| 6M | +13.1% | -14.2% | +27.4% | +15.4% |
| YTD | +3.8% | -22.0% | +25.8% | +7.4% |
| 1Y | +17.8% | -12.7% | +30.5% | +19.5% |
| 3Y | +325.3% | +26.7% | +298.6% | +296.4% |
| All | +691.7% | -30.9% | +722.6% | +642.8% |
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