+15.6%
BABA vs ALLE
+225.5%
-209.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +3.6% |
| 7D | +8.6% | 0.0% | +8.5% | +8.5% |
| 30D | -1.1% | +20.6% | -21.7% | -7.4% |
| 3M | -15.9% | +11.4% | -27.3% | -19.3% |
| 6M | -17.5% | +42.5% | -60.1% | -27.7% |
| YTD | -25.6% | +18.9% | -44.5% | -30.8% |
| 1Y | -33.8% | +14.2% | -48.0% | -37.6% |
| 3Y | +34.6% | +90.7% | -56.1% | +2.8% |
| 5Y | -27.7% | +52.5% | -80.1% | -41.2% |
| All | +15.6% | +225.5% | -209.9% | -30.5% |
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