+16.3%
BABA vs IT
+149.3%
-133.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.3% |
| 7D | +2.4% | -7.5% | +9.8% | +4.1% |
| 30D | -7.8% | -1.2% | -6.6% | -8.1% |
| 3M | -22.4% | -2.2% | -20.2% | -23.0% |
| 6M | -26.0% | +19.1% | -45.1% | -31.4% |
| YTD | -29.3% | -25.1% | -4.2% | -26.4% |
| 1Y | -37.5% | -17.4% | -20.1% | -37.1% |
| 3Y | +31.9% | -54.1% | +86.0% | +54.5% |
| 5Y | -33.4% | -42.7% | +9.2% | -29.5% |
| 10Y | +15.7% | +88.1% | -72.4% | -25.6% |
| All | +16.3% | +149.3% | -133.0% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling