+17.1%
BABA vs COO
+41.2%
-24.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.9% |
| 7D | +11.6% | +4.7% | +6.9% | +9.8% |
| 30D | +2.3% | +13.9% | -11.6% | -2.6% |
| 3M | -13.7% | -14.9% | +1.3% | -9.1% |
| 6M | -21.9% | +2.0% | -23.9% | -24.0% |
| YTD | -24.6% | -23.9% | -0.7% | -17.9% |
| 1Y | -34.1% | -9.6% | -24.5% | -33.2% |
| 3Y | +36.3% | -25.4% | +61.7% | +42.6% |
| 5Y | -26.7% | -41.2% | +14.5% | -16.9% |
| All | +17.1% | +41.2% | -24.1% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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