+16.0%
BABA vs ALM
+2,950.3%
-2,934.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.3% |
| 7D | -4.8% | -2.6% | -2.2% | -4.7% |
| 30D | -11.9% | +32.0% | -43.9% | -12.4% |
| 3M | -9.3% | -15.0% | +5.8% | -9.2% |
| 6M | -14.2% | -10.1% | -4.1% | -14.4% |
| YTD | -22.0% | +99.4% | -121.5% | -23.0% |
| 1Y | -12.7% | +316.4% | -329.1% | -14.6% |
| 3Y | +26.7% | +2,022.0% | -1,995.3% | +20.9% |
| 5Y | -29.3% | +941.2% | -970.5% | -32.2% |
| All | +16.0% | +2,950.3% | -2,934.4% | +9.3% |
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