+28.2%
BABA vs PM
+285.5%
-257.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +1.8% |
| 7D | -4.8% | -4.9% | +0.1% | -3.6% |
| 30D | -11.9% | -3.4% | -8.5% | -11.1% |
| 3M | -9.3% | +5.2% | -14.4% | -10.7% |
| 6M | -14.2% | +3.7% | -18.0% | -15.6% |
| YTD | -22.0% | +15.8% | -37.8% | -25.4% |
| 1Y | -12.7% | +17.4% | -30.1% | -17.1% |
| 3Y | +26.7% | +116.9% | -90.3% | -0.6% |
| 5Y | -29.3% | +117.3% | -146.7% | -44.9% |
| 10Y | +21.2% | +193.8% | -172.5% | -17.5% |
| All | +28.2% | +285.5% | -257.4% | -22.6% |
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