+11.7%
BABA vs A
+302.9%
-291.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -13.8% | -0.5% | -13.3% | -13.6% |
| 30D | -15.1% | 0.0% | -15.1% | -15.3% |
| 3M | -22.7% | +16.7% | -39.4% | -28.1% |
| 6M | -34.7% | +54.8% | -89.5% | -47.2% |
| YTD | -35.0% | +28.8% | -63.8% | -43.1% |
| 1Y | -40.4% | +19.3% | -59.7% | -46.1% |
| 3Y | +21.9% | +65.5% | -43.6% | -10.4% |
| 5Y | -39.9% | +12.1% | -51.9% | -47.1% |
| All | +11.7% | +302.9% | -291.1% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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