+15.8%
BABA vs B
+183.2%
-167.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.2% | -7.9% | -4.4% |
| 7D | +3.8% | +11.3% | -7.5% | +1.9% |
| 30D | -5.4% | +2.9% | -8.3% | -6.0% |
| 3M | -17.9% | -2.9% | -15.1% | -17.9% |
| 6M | -24.1% | -1.2% | -22.9% | -24.6% |
| YTD | -27.4% | -1.3% | -26.1% | -28.2% |
| 1Y | -36.1% | +30.4% | -66.5% | -39.7% |
| 3Y | +35.4% | +195.3% | -159.9% | +10.6% |
| 5Y | -30.1% | +146.2% | -176.3% | -42.1% |
| 10Y | +15.8% | +200.5% | -184.6% | -9.1% |
| All | +15.8% | +183.2% | -167.4% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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