+15.8%
BABA vs EW
+236.4%
-220.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.5% | -6.2% | -4.5% |
| 7D | +3.8% | +12.3% | -8.5% | 0.0% |
| 30D | -5.4% | +22.9% | -28.3% | -11.5% |
| 3M | -17.9% | +16.7% | -34.6% | -22.0% |
| 6M | -24.1% | +31.0% | -55.0% | -30.7% |
| YTD | -27.4% | +22.8% | -50.3% | -32.6% |
| 1Y | -36.1% | +25.6% | -61.6% | -41.2% |
| 3Y | +35.4% | +62.0% | -26.6% | +7.0% |
| 5Y | -30.1% | -12.8% | -17.3% | -31.3% |
| 10Y | +15.8% | +239.8% | -223.9% | -30.3% |
| All | +15.8% | +236.4% | -220.5% | -30.3% |
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