+15.7%
BABA vs EW
+234.0%
-218.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.3% |
| 7D | +2.4% | +9.3% | -6.9% | -0.5% |
| 30D | -7.8% | +22.1% | -29.8% | -13.5% |
| 3M | -22.4% | +13.0% | -35.4% | -25.5% |
| 6M | -26.0% | +30.1% | -56.1% | -32.3% |
| YTD | -29.3% | +22.0% | -51.3% | -34.2% |
| 1Y | -37.5% | +23.7% | -61.2% | -42.2% |
| 3Y | +31.9% | +62.0% | -30.1% | +4.2% |
| 5Y | -33.4% | -12.4% | -21.0% | -34.7% |
| 10Y | +15.7% | +236.1% | -220.4% | -30.2% |
| All | +15.7% | +234.0% | -218.3% | -30.2% |
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