+16.0%
BABA vs ALLE
+144.1%
-128.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.9% |
| 7D | -4.8% | -0.2% | -4.5% | -4.7% |
| 30D | -11.9% | -6.8% | -5.1% | -9.9% |
| 3M | -9.3% | +21.0% | -30.3% | -15.7% |
| 6M | -14.2% | +1.1% | -15.4% | -15.2% |
| YTD | -22.0% | -0.5% | -21.5% | -22.8% |
| 1Y | -12.7% | -7.3% | -5.5% | -11.5% |
| 3Y | +26.7% | +42.3% | -15.6% | +7.5% |
| 5Y | -29.3% | +13.5% | -42.8% | -36.6% |
| All | +16.0% | +144.1% | -128.2% | -23.8% |
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