-56.6%
BABA vs ABCL
-81.8%
+25.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.4% | +12.0% | +3.8% |
| 7D | +8.6% | -14.9% | +23.5% | +10.5% |
| 30D | -1.1% | -15.4% | +14.3% | +0.6% |
| 3M | -15.9% | +88.0% | -103.9% | -24.2% |
| 6M | -17.5% | +138.8% | -156.4% | -29.8% |
| YTD | -25.6% | +225.4% | -251.0% | -40.3% |
| 1Y | -33.8% | +137.3% | -171.1% | -44.5% |
| 3Y | +34.6% | +136.8% | -102.2% | +5.8% |
| 5Y | -27.7% | -26.2% | -1.4% | -36.4% |
| All | -56.6% | -81.8% | +25.2% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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