+16.0%
BABA vs COO
+49.3%
-33.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.8% |
| 7D | -4.8% | -2.2% | -2.5% | -4.0% |
| 30D | -11.9% | -7.0% | -4.9% | -9.5% |
| 3M | -9.3% | +12.2% | -21.5% | -13.9% |
| 6M | -14.2% | -15.1% | +0.9% | -9.4% |
| YTD | -22.0% | -15.1% | -6.9% | -17.7% |
| 1Y | -12.7% | +2.3% | -15.0% | -15.1% |
| 3Y | +26.7% | -23.7% | +50.3% | +33.4% |
| 5Y | -29.3% | -38.9% | +9.6% | -20.3% |
| All | +16.0% | +49.3% | -33.4% | -12.1% |
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