+11.7%
BABA vs EXEL
+320.7%
-309.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -13.8% | -0.8% | -12.9% | -13.7% |
| 30D | -15.1% | +13.1% | -28.2% | -17.1% |
| 3M | -22.7% | +36.3% | -59.1% | -27.1% |
| 6M | -34.7% | +34.5% | -69.2% | -38.5% |
| YTD | -35.0% | +57.4% | -92.4% | -40.8% |
| 1Y | -40.4% | +62.9% | -103.3% | -46.1% |
| 3Y | +21.9% | +229.5% | -207.6% | -7.2% |
| 5Y | -39.9% | +281.2% | -321.1% | -55.8% |
| All | +11.7% | +320.7% | -309.0% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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