+16.0%
BABA vs ALB
+35.3%
-19.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | -3.6% | +1.1% | -4.6% | -3.8% |
| 30D | -8.4% | -2.6% | -5.8% | -7.8% |
| 3M | -20.6% | -25.6% | +5.0% | -15.1% |
| 6M | -25.4% | -54.0% | +28.6% | -10.3% |
| YTD | -30.1% | -31.6% | +1.5% | -25.6% |
| 1Y | -36.3% | -6.6% | -29.7% | -37.8% |
| 3Y | +30.4% | -14.0% | +44.4% | +19.6% |
| 5Y | -35.7% | -62.5% | +26.8% | -28.9% |
| 10Y | +16.0% | +36.3% | -20.3% | -20.6% |
| All | +16.0% | +35.3% | -19.3% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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