+22.3%
BABA vs PM
+325.6%
-303.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.6% | +7.3% | +3.7% |
| 7D | +8.6% | -3.4% | +11.9% | +9.4% |
| 30D | -1.1% | +5.8% | -6.9% | -2.6% |
| 3M | -15.9% | +6.7% | -22.6% | -17.4% |
| 6M | -17.5% | +19.9% | -37.4% | -21.7% |
| YTD | -25.6% | +27.8% | -53.4% | -30.7% |
| 1Y | -33.8% | +39.4% | -73.2% | -39.9% |
| 3Y | +34.6% | +146.9% | -112.3% | +2.1% |
| 5Y | -27.7% | +166.6% | -194.3% | -46.5% |
| 10Y | +17.7% | +242.1% | -224.4% | -23.8% |
| All | +22.3% | +325.6% | -303.3% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling