+16.0%
BABA vs B
+194.1%
-178.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.6% |
| 7D | -4.8% | -1.6% | -3.2% | -4.5% |
| 30D | -11.9% | +9.4% | -21.3% | -13.5% |
| 3M | -9.3% | +5.0% | -14.2% | -10.5% |
| 6M | -14.2% | -3.5% | -10.7% | -14.5% |
| YTD | -22.0% | +4.5% | -26.5% | -23.5% |
| 1Y | -12.7% | +67.8% | -80.5% | -21.0% |
| 3Y | +26.7% | +196.7% | -170.0% | +3.5% |
| 5Y | -29.3% | +151.9% | -181.3% | -41.8% |
| All | +16.0% | +194.1% | -178.1% | -7.5% |
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