-46.9%
BABA vs Q
+74.5%
-121.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.1% | -4.0% | -6.8% |
| 7D | -12.7% | +11.5% | -24.2% | -13.6% |
| 30D | -14.9% | -0.2% | -14.7% | -14.9% |
| 3M | -24.6% | -13.6% | -11.1% | -23.7% |
| 6M | -29.3% | -27.0% | -2.3% | -27.4% |
| YTD | -35.0% | +50.5% | -85.6% | -37.5% |
| 1Y | -39.7% | +33.8% | -73.5% | -42.9% |
| All | -46.9% | +74.5% | -121.4% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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