+16.0%
BABA vs ALL
+371.2%
-355.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -3.6% | -2.6% | -1.0% | -3.3% |
| 30D | -8.4% | +12.7% | -21.1% | -10.0% |
| 3M | -20.6% | +0.4% | -21.0% | -20.8% |
| 6M | -25.4% | +23.8% | -49.2% | -28.2% |
| YTD | -30.1% | +27.8% | -57.9% | -33.3% |
| 1Y | -36.3% | +28.9% | -65.2% | -39.4% |
| 3Y | +30.4% | +113.9% | -83.5% | +9.3% |
| 5Y | -35.7% | +157.4% | -193.1% | -49.4% |
| 10Y | +16.0% | +369.0% | -353.0% | -11.6% |
| All | +16.0% | +371.2% | -355.1% | -11.6% |
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