-30.1%
BABA vs PM
+160.6%
-190.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -3.2% |
| 7D | +3.8% | -7.3% | +11.1% | +5.5% |
| 30D | -5.4% | -4.0% | -1.4% | -4.6% |
| 3M | -17.9% | +2.7% | -20.7% | -18.7% |
| 6M | -24.1% | +14.9% | -38.9% | -27.2% |
| YTD | -27.4% | +23.5% | -51.0% | -32.0% |
| 1Y | -36.1% | +30.4% | -66.4% | -41.0% |
| 3Y | +35.4% | +143.2% | -107.9% | -6.2% |
| 5Y | -30.1% | +159.5% | -189.6% | -55.3% |
| All | -30.1% | +160.6% | -190.7% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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