+16.0%
BABA vs ALB
+75.7%
-59.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +2.4% |
| 7D | -4.8% | -8.1% | +3.3% | -2.8% |
| 30D | -11.9% | +6.3% | -18.2% | -13.7% |
| 3M | -9.3% | -23.6% | +14.3% | -3.7% |
| 6M | -14.2% | -24.6% | +10.4% | -9.7% |
| YTD | -22.0% | -10.3% | -11.8% | -22.2% |
| 1Y | -12.7% | +61.5% | -74.2% | -26.7% |
| 3Y | +26.7% | -34.0% | +60.6% | +26.7% |
| 5Y | -29.3% | -44.6% | +15.3% | -29.2% |
| All | +16.0% | +75.7% | -59.8% | -27.2% |
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