+17.1%
BABA vs EXC
+175.8%
-158.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +1.6% |
| 7D | +11.6% | -1.2% | +12.8% | +11.9% |
| 30D | +2.3% | +10.0% | -7.7% | +0.7% |
| 3M | -13.7% | +1.6% | -15.3% | -14.0% |
| 6M | -21.9% | +3.3% | -25.2% | -22.5% |
| YTD | -24.6% | +7.6% | -32.2% | -25.9% |
| 1Y | -34.1% | +3.5% | -37.6% | -34.8% |
| 3Y | +36.3% | +27.7% | +8.6% | +28.5% |
| 5Y | -26.7% | +41.1% | -67.9% | -33.0% |
| All | +17.1% | +175.8% | -158.7% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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