+15.8%
BABA vs EXC
+176.1%
-160.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +3.8% | -1.7% | +5.5% | +4.1% |
| 30D | -5.4% | +9.3% | -14.7% | -6.7% |
| 3M | -17.9% | +1.0% | -19.0% | -18.1% |
| 6M | -24.1% | +5.9% | -30.0% | -25.0% |
| YTD | -27.4% | +7.6% | -35.1% | -28.7% |
| 1Y | -36.1% | +2.4% | -38.5% | -36.6% |
| 3Y | +35.4% | +30.2% | +5.1% | +27.3% |
| 5Y | -30.1% | +41.4% | -71.4% | -36.0% |
| 10Y | +15.8% | +183.8% | -167.9% | -8.4% |
| All | +15.8% | +176.1% | -160.3% | -8.4% |
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