+11.7%
BABA vs EW
+249.9%
-238.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | 0.0% | -7.0% | -7.0% |
| 7D | -12.7% | +4.9% | -17.6% | -14.1% |
| 30D | -14.9% | +24.1% | -39.0% | -20.6% |
| 3M | -24.6% | +13.7% | -38.3% | -27.8% |
| 6M | -29.3% | +32.7% | -62.0% | -35.8% |
| YTD | -35.0% | +24.1% | -59.1% | -39.9% |
| 1Y | -39.7% | +23.6% | -63.3% | -44.2% |
| 3Y | +21.2% | +64.8% | -43.6% | -4.7% |
| 5Y | -39.9% | -8.8% | -31.1% | -41.8% |
| All | +11.7% | +249.9% | -238.2% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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