+15.7%
BABA vs CAPR
-68.2%
+83.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.9% | +7.4% | -2.4% |
| 7D | +2.4% | +7.6% | -5.3% | +2.2% |
| 30D | -7.8% | +13.3% | -21.0% | -8.0% |
| 3M | -22.4% | +130.4% | -152.8% | -23.6% |
| 6M | -26.0% | -70.8% | +44.8% | -25.5% |
| YTD | -29.3% | -69.3% | +40.0% | -29.0% |
| 1Y | -37.5% | +59.5% | -97.0% | -41.2% |
| 3Y | +31.9% | +216.8% | -184.9% | +17.3% |
| 5Y | -33.4% | +152.7% | -186.1% | -41.2% |
| 10Y | +15.7% | -68.2% | +83.9% | -3.1% |
| All | +15.7% | -68.2% | +83.9% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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