+15.8%
BABA vs P
+748.5%
-732.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.3% | -10.0% | -4.9% |
| 7D | +3.8% | -9.6% | +13.4% | +5.2% |
| 30D | -5.4% | -33.4% | +28.1% | +1.1% |
| 3M | -17.9% | +14.2% | -32.1% | -21.9% |
| 6M | -24.1% | +31.6% | -55.6% | -30.9% |
| YTD | -27.4% | +53.5% | -80.9% | -36.5% |
| 1Y | -36.1% | +14.2% | -50.2% | -41.4% |
| 3Y | +35.4% | +190.5% | -155.2% | -7.3% |
| 5Y | -30.1% | +256.3% | -286.4% | -55.6% |
| 10Y | +15.8% | +707.9% | -692.0% | -38.9% |
| All | +15.8% | +748.5% | -732.7% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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