+16.0%
BABA vs P
+732.0%
-716.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | -4.8% | +6.5% | -11.3% | -6.0% |
| 30D | -11.9% | +18.8% | -30.7% | -15.5% |
| 3M | -9.3% | +26.7% | -36.0% | -14.7% |
| 6M | -14.2% | +62.2% | -76.4% | -24.2% |
| YTD | -22.0% | +48.5% | -70.5% | -30.2% |
| 1Y | -12.7% | +26.4% | -39.1% | -20.4% |
| 3Y | +26.7% | +159.4% | -132.8% | -9.5% |
| 5Y | -29.3% | +275.8% | -305.1% | -55.1% |
| All | +16.0% | +732.0% | -716.1% | -39.3% |
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