+474.0%
AVGO vs BABA
-28.1%
+502.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.5% | +0.5% |
| 7D | -9.9% | +11.6% | -21.6% | -11.8% |
| 30D | -22.0% | +2.3% | -24.3% | -22.4% |
| 3M | -30.0% | -13.7% | -16.4% | -28.4% |
| 6M | -30.7% | -21.9% | -8.8% | -28.1% |
| YTD | -14.7% | -24.6% | +10.0% | -11.3% |
| 1Y | -16.8% | -34.1% | +17.3% | -11.4% |
| 3Y | +244.4% | +36.3% | +208.2% | +216.5% |
| All | +474.0% | -28.1% | +502.1% | +444.0% |
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