+17.1%
BABA vs EW
+236.3%
-219.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.9% |
| 7D | +11.6% | +11.0% | +0.6% | +8.0% |
| 30D | +2.3% | +19.1% | -16.8% | -3.3% |
| 3M | -13.7% | +14.4% | -28.0% | -17.4% |
| 6M | -21.9% | +22.8% | -44.7% | -27.2% |
| YTD | -24.6% | +19.8% | -44.5% | -29.4% |
| 1Y | -34.1% | +23.9% | -58.0% | -39.1% |
| 3Y | +36.3% | +52.2% | -16.0% | +10.3% |
| 5Y | -26.7% | -13.9% | -12.8% | -27.7% |
| All | +17.1% | +236.3% | -219.3% | -28.8% |
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