+17.1%
BABA vs ALL
+370.9%
-353.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.7% | +1.9% |
| 7D | +11.6% | -1.9% | +13.6% | +11.9% |
| 30D | +2.3% | +13.8% | -11.5% | +0.3% |
| 3M | -13.7% | -7.0% | -6.7% | -12.9% |
| 6M | -21.9% | +18.0% | -39.9% | -24.3% |
| YTD | -24.6% | +24.2% | -48.8% | -27.7% |
| 1Y | -34.1% | +31.2% | -65.3% | -37.5% |
| 3Y | +36.3% | +107.5% | -71.3% | +14.9% |
| 5Y | -26.7% | +144.8% | -171.5% | -41.6% |
| All | +17.1% | +370.9% | -353.8% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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