+15.7%
BABA vs A
+312.5%
-296.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.0% |
| 7D | +2.4% | +1.4% | +1.0% | +1.6% |
| 30D | -7.8% | +4.3% | -12.1% | -9.7% |
| 3M | -22.4% | +19.8% | -42.2% | -28.6% |
| 6M | -26.0% | +54.4% | -80.4% | -40.1% |
| YTD | -29.3% | +31.7% | -61.0% | -38.7% |
| 1Y | -37.5% | +22.4% | -60.0% | -44.2% |
| 3Y | +31.9% | +67.7% | -35.8% | -3.7% |
| 5Y | -33.4% | +15.7% | -49.2% | -42.3% |
| 10Y | +15.7% | +308.7% | -293.0% | -47.1% |
| All | +15.7% | +312.5% | -296.8% | -47.1% |
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