+22.3%
BABA vs EXC
+195.5%
-173.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | +8.6% | +1.4% | +7.2% | +8.3% |
| 30D | -1.1% | +11.6% | -12.7% | -2.9% |
| 3M | -15.9% | +2.7% | -18.6% | -16.3% |
| 6M | -17.5% | +2.7% | -20.2% | -18.1% |
| YTD | -25.6% | +9.7% | -35.3% | -27.1% |
| 1Y | -33.8% | +4.5% | -38.4% | -34.6% |
| 3Y | +34.6% | +28.5% | +6.1% | +27.0% |
| 5Y | -27.7% | +43.9% | -71.6% | -33.9% |
| 10Y | +17.7% | +183.7% | -166.0% | -8.8% |
| All | +22.3% | +195.5% | -173.2% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling