-39.9%
BABA vs IT
-42.3%
+2.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.1% | -5.9% | -6.8% |
| 7D | -12.7% | -3.7% | -9.0% | -12.1% |
| 30D | -14.9% | -3.1% | -11.8% | -14.8% |
| 3M | -24.6% | +6.3% | -31.0% | -26.5% |
| 6M | -29.3% | +24.8% | -54.1% | -34.7% |
| YTD | -35.0% | -24.4% | -10.7% | -31.2% |
| 1Y | -39.7% | -17.1% | -22.6% | -38.4% |
| 3Y | +21.2% | -53.6% | +74.8% | +46.6% |
| 5Y | -39.9% | -42.5% | +2.6% | -42.5% |
| All | -39.9% | -42.3% | +2.4% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling