+15.6%
BABA vs ALK
-42.1%
+57.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.9% | +3.3% |
| 7D | +8.6% | +7.1% | +1.5% | +6.9% |
| 30D | -1.1% | -3.0% | +1.9% | -0.7% |
| 3M | -15.9% | -25.6% | +9.7% | -10.8% |
| 6M | -17.5% | +0.5% | -18.0% | -19.0% |
| YTD | -25.6% | -23.1% | -2.5% | -23.2% |
| 1Y | -33.8% | -7.5% | -26.3% | -34.7% |
| 3Y | +34.6% | +15.3% | +19.3% | +20.3% |
| 5Y | -27.7% | -34.8% | +7.1% | -27.5% |
| All | +15.6% | -42.1% | +57.7% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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