-37.6%
BABA vs NET
+1,381.0%
-1,418.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.6% | +7.5% | +5.4% |
| 7D | +4.3% | -16.4% | +20.6% | +7.4% |
| 30D | -5.0% | -25.8% | +20.9% | -0.2% |
| 3M | -18.4% | -11.5% | -6.8% | -17.6% |
| 6M | -20.3% | +18.9% | -39.2% | -24.9% |
| YTD | -27.5% | +35.2% | -62.7% | -34.5% |
| 1Y | -35.3% | +14.5% | -49.8% | -39.7% |
| 3Y | +31.2% | +313.8% | -282.7% | -9.8% |
| 5Y | -32.1% | +32.6% | -64.7% | -49.5% |
| All | -37.6% | +1,381.0% | -1,418.6% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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