-48.8%
BABA vs COMP
-56.6%
+7.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.2% | +10.8% | +4.0% |
| 7D | +8.6% | -1.8% | +10.4% | +8.8% |
| 30D | -1.1% | -0.8% | -0.3% | -1.4% |
| 3M | -15.9% | -28.1% | +12.2% | -11.6% |
| 6M | -17.5% | +27.0% | -44.5% | -22.7% |
| YTD | -25.6% | -12.8% | -12.8% | -26.4% |
| 1Y | -33.8% | +4.9% | -38.7% | -36.9% |
| 3Y | +34.6% | +321.0% | -286.4% | -11.0% |
| 5Y | -27.7% | -25.6% | -2.1% | -34.3% |
| All | -48.8% | -56.6% | +7.8% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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