+15.8%
BABA vs IT
+96.9%
-81.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.8% |
| 7D | +3.8% | -18.8% | +22.6% | +8.2% |
| 30D | -5.4% | -0.1% | -5.3% | -5.9% |
| 3M | -17.9% | +2.9% | -20.9% | -19.4% |
| 6M | -24.1% | +20.4% | -44.5% | -29.2% |
| YTD | -27.4% | -24.3% | -3.2% | -24.7% |
| 1Y | -36.1% | -17.2% | -18.9% | -35.5% |
| 3Y | +35.4% | -52.4% | +87.8% | +55.4% |
| 5Y | -30.1% | -43.7% | +13.6% | -26.0% |
| 10Y | +15.8% | +90.3% | -74.5% | -14.1% |
| All | +15.8% | +96.9% | -81.1% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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