-30.1%
BABA vs M
-2.8%
-27.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +8.1% | -11.8% | -5.3% |
| 7D | +3.8% | +2.5% | +1.3% | +3.1% |
| 30D | -5.4% | +10.1% | -15.4% | -7.5% |
| 3M | -17.9% | -0.9% | -17.0% | -18.2% |
| 6M | -24.1% | +30.2% | -54.2% | -29.0% |
| YTD | -27.4% | +16.3% | -43.7% | -31.0% |
| 1Y | -36.1% | +27.0% | -63.0% | -40.5% |
| 3Y | +35.4% | +154.5% | -119.1% | -2.7% |
| 5Y | -30.1% | -1.1% | -29.0% | -41.5% |
| All | -30.1% | -2.8% | -27.3% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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