-6.9%
BABA vs IR
+342.0%
-349.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.7% | -8.4% | -5.1% |
| 7D | +3.8% | +5.0% | -1.2% | +2.2% |
| 30D | -5.4% | +10.3% | -15.7% | -8.3% |
| 3M | -17.9% | -0.1% | -17.9% | -18.2% |
| 6M | -24.1% | +14.8% | -38.8% | -27.9% |
| YTD | -27.4% | +9.7% | -37.2% | -30.6% |
| 1Y | -36.1% | +12.2% | -48.3% | -39.4% |
| 3Y | +35.4% | +30.0% | +5.4% | +20.7% |
| 5Y | -30.1% | +46.8% | -76.9% | -41.2% |
| All | -6.9% | +342.0% | -349.0% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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