+15.7%
BABA vs ALM
+2,040.7%
-2,025.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.2% | +4.7% | -2.4% |
| 7D | +2.4% | -6.3% | +8.7% | +2.5% |
| 30D | -7.8% | -31.4% | +23.7% | -7.1% |
| 3M | -22.4% | -40.6% | +18.2% | -21.7% |
| 6M | -26.0% | -58.6% | +32.7% | -25.0% |
| YTD | -29.3% | -7.6% | -21.7% | -29.2% |
| 1Y | -37.5% | +13.8% | -51.4% | -37.6% |
| 3Y | +31.9% | +842.1% | -810.2% | +27.4% |
| 5Y | -33.4% | +407.4% | -440.8% | -35.5% |
| 10Y | +15.7% | +2,079.4% | -2,063.7% | +9.8% |
| All | +15.7% | +2,040.7% | -2,025.0% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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