+16.0%
BABA vs COO
+40.2%
-24.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -3.6% | -2.3% | -1.3% | -2.8% |
| 30D | -8.4% | +13.3% | -21.6% | -12.6% |
| 3M | -20.6% | -18.1% | -2.5% | -15.3% |
| 6M | -25.4% | +6.7% | -32.1% | -28.6% |
| YTD | -30.1% | -23.2% | -6.9% | -24.1% |
| 1Y | -36.3% | -12.3% | -24.0% | -34.6% |
| 3Y | +30.4% | -23.6% | +53.9% | +35.0% |
| 5Y | -35.7% | -38.7% | +3.0% | -28.1% |
| 10Y | +16.0% | +42.2% | -26.2% | -10.7% |
| All | +16.0% | +40.2% | -24.2% | -10.7% |
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