+11.7%
BABA vs OMC
+53.0%
-41.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -13.8% | +1.9% | -15.6% | -14.2% |
| 30D | -15.1% | +12.2% | -27.3% | -17.6% |
| 3M | -22.7% | +0.6% | -23.3% | -23.0% |
| 6M | -34.7% | +21.0% | -55.7% | -38.3% |
| YTD | -35.0% | +12.4% | -47.4% | -37.9% |
| 1Y | -40.4% | +25.4% | -65.8% | -44.8% |
| 3Y | +21.9% | +29.2% | -7.3% | +9.4% |
| 5Y | -39.9% | +52.6% | -92.5% | -48.5% |
| All | +11.7% | +53.0% | -41.3% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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