+17.6%
BABA vs IT
+103.9%
-86.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +2.3% |
| 7D | -4.8% | -6.0% | +1.3% | -3.5% |
| 30D | -11.9% | 0.0% | -11.9% | -12.1% |
| 3M | -9.3% | +13.1% | -22.3% | -12.9% |
| 6M | -14.2% | +11.7% | -25.9% | -18.2% |
| YTD | -22.0% | -26.1% | +4.1% | -17.9% |
| 1Y | -12.7% | -21.3% | +8.5% | -10.3% |
| 3Y | +26.7% | -46.7% | +73.4% | +40.8% |
| 5Y | -29.3% | -40.5% | +11.2% | -25.7% |
| All | +17.6% | +103.9% | -86.3% | -5.6% |
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