+17.1%
BABA vs ALLE
+222.4%
-205.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | +11.6% | -0.6% | +12.2% | +11.8% |
| 30D | +2.3% | +25.3% | -23.1% | -5.4% |
| 3M | -13.7% | +10.3% | -24.0% | -16.9% |
| 6M | -21.9% | +38.0% | -60.0% | -30.8% |
| YTD | -24.6% | +17.8% | -42.4% | -29.7% |
| 1Y | -34.1% | +13.6% | -47.7% | -37.8% |
| 3Y | +36.3% | +89.2% | -52.9% | +4.3% |
| 5Y | -26.7% | +51.1% | -77.8% | -40.3% |
| All | +17.1% | +222.4% | -205.4% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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