-27.7%
BABA vs PL
+11.6%
-39.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -10.1% | +12.8% | +4.0% |
| 7D | +8.6% | -20.5% | +29.1% | +11.7% |
| 30D | -1.1% | -38.8% | +37.7% | +5.2% |
| 3M | -15.9% | -49.1% | +33.2% | -8.8% |
| 6M | -17.5% | -69.4% | +51.8% | -5.7% |
| YTD | -25.6% | -42.3% | +16.7% | -24.5% |
| 1Y | -33.8% | -14.2% | -19.6% | -37.8% |
| 3Y | +34.6% | +398.7% | -364.1% | -18.9% |
| 5Y | -27.7% | +11.1% | -38.8% | -49.0% |
| All | -27.7% | +11.6% | -39.2% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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