-33.4%
BABA vs D
+14.3%
-47.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +2.4% | +2.4% | 0.0% | +2.0% |
| 30D | -7.8% | +10.9% | -18.7% | -9.3% |
| 3M | -22.4% | +2.8% | -25.2% | -22.7% |
| 6M | -26.0% | +12.7% | -38.7% | -27.6% |
| YTD | -29.3% | +20.3% | -49.6% | -31.8% |
| 1Y | -37.5% | +17.1% | -54.6% | -39.5% |
| 3Y | +31.9% | +75.1% | -43.2% | +18.3% |
| 5Y | -33.4% | +13.1% | -46.6% | -40.9% |
| All | -33.4% | +14.3% | -47.7% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 5y: compounded portfolio wealth divided by compounded D 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…
5y analysis · Full analysis span regression · 6 months rolling