+23.3%
BA vs BABA
+8.5%
+14.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -1.1% | -13.8% | +12.7% | +2.5% |
| 30D | -7.1% | -15.1% | +8.0% | -3.5% |
| 3M | -25.5% | -22.7% | -2.8% | -21.0% |
| 6M | -28.7% | -34.7% | +6.0% | -21.5% |
| YTD | -21.0% | -35.0% | +14.0% | -13.5% |
| 1Y | -11.9% | -40.4% | +28.5% | -1.6% |
| 3Y | -16.2% | +21.9% | -38.1% | -26.7% |
| 5Y | -22.4% | -39.9% | +17.5% | -20.5% |
| All | +23.3% | +8.5% | +14.8% | +10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling