+15.8%
BABA vs ALM
+2,221.4%
-2,205.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +8.1% | -11.8% | -3.9% |
| 7D | +3.8% | +0.7% | +3.1% | +3.8% |
| 30D | -5.4% | -26.1% | +20.7% | -4.8% |
| 3M | -17.9% | -38.1% | +20.2% | -17.3% |
| 6M | -24.1% | -55.4% | +31.3% | -23.2% |
| YTD | -27.4% | -0.4% | -27.0% | -27.5% |
| 1Y | -36.1% | +25.4% | -61.4% | -36.3% |
| 3Y | +35.4% | +907.8% | -872.4% | +30.3% |
| 5Y | -30.1% | +440.2% | -470.3% | -32.5% |
| 10Y | +15.8% | +2,031.1% | -2,015.3% | +9.0% |
| All | +15.8% | +2,221.4% | -2,205.6% | +9.0% |
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