+16.7%
BABA vs NI
+136.8%
-120.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.8% |
| 7D | -2.2% | +1.3% | -3.4% | -2.3% |
| 30D | -17.3% | -0.3% | -17.1% | -17.3% |
| 3M | -7.8% | -9.5% | +1.7% | -6.6% |
| 6M | -16.8% | -10.2% | -6.5% | -15.7% |
| YTD | -24.7% | +1.8% | -26.5% | -25.2% |
| 1Y | -24.9% | +5.7% | -30.6% | -25.9% |
| 3Y | +29.1% | +69.6% | -40.5% | +18.9% |
| 5Y | -30.5% | +95.8% | -126.3% | -37.5% |
| 10Y | +16.7% | +145.1% | -128.4% | +0.7% |
| All | +16.7% | +136.8% | -120.1% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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