+16.0%
BABA vs EXC
+153.9%
-137.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.5% |
| 7D | -4.8% | +0.3% | -5.0% | -4.8% |
| 30D | -11.9% | -3.7% | -8.2% | -11.3% |
| 3M | -9.3% | -1.3% | -8.0% | -9.3% |
| 6M | -14.2% | -9.7% | -4.5% | -12.9% |
| YTD | -22.0% | +2.9% | -24.9% | -22.8% |
| 1Y | -12.7% | +4.4% | -17.1% | -14.0% |
| 3Y | +26.7% | +22.2% | +4.4% | +20.1% |
| 5Y | -29.3% | +46.7% | -76.1% | -36.3% |
| All | +16.0% | +153.9% | -137.9% | -9.6% |
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