+4,303.6%
AVGO vs BABA
+25.5%
+4,278.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.5% | +0.4% |
| 7D | -9.9% | +11.6% | -21.6% | -12.7% |
| 30D | -22.0% | +2.3% | -24.3% | -22.6% |
| 3M | -30.0% | -13.7% | -16.4% | -27.7% |
| 6M | -30.7% | -21.9% | -8.8% | -26.8% |
| YTD | -14.7% | -24.6% | +10.0% | -9.7% |
| 1Y | -16.8% | -34.1% | +17.3% | -8.7% |
| 3Y | +244.4% | +36.3% | +208.2% | +196.7% |
| 5Y | +474.0% | -26.7% | +500.8% | +454.2% |
| 10Y | +2,122.6% | +19.2% | +2,103.4% | +1,606.2% |
| All | +4,303.6% | +25.5% | +4,278.2% | +2,846.8% |
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 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