-35.7%
BABA vs O
+12.7%
-48.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -3.6% | +0.6% | -4.2% | -3.8% |
| 30D | -8.4% | +9.4% | -17.8% | -11.2% |
| 3M | -20.6% | -2.4% | -18.2% | -19.9% |
| 6M | -25.4% | -1.9% | -23.5% | -25.2% |
| YTD | -30.1% | +10.5% | -40.6% | -33.4% |
| 1Y | -36.3% | +10.0% | -46.3% | -39.2% |
| 3Y | +30.4% | +40.5% | -10.1% | +8.7% |
| 5Y | -35.7% | +10.2% | -45.9% | -42.6% |
| All | -35.7% | +12.7% | -48.4% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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