+15.8%
BABA vs A
+328.7%
-312.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.1% | -6.8% | -5.0% |
| 7D | +3.8% | +4.8% | -0.9% | +1.7% |
| 30D | -5.4% | +5.6% | -11.0% | -7.8% |
| 3M | -17.9% | +23.6% | -41.5% | -25.5% |
| 6M | -24.1% | +56.4% | -80.4% | -38.8% |
| YTD | -27.4% | +33.4% | -60.9% | -37.5% |
| 1Y | -36.1% | +23.7% | -59.8% | -43.1% |
| 3Y | +35.4% | +71.0% | -35.6% | -1.9% |
| 5Y | -30.1% | +16.8% | -46.9% | -39.6% |
| 10Y | +15.8% | +323.8% | -307.9% | -46.8% |
| All | +15.8% | +328.7% | -312.9% | -46.8% |
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