-42.2%
BABA vs Q
+75.8%
-118.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.4% |
| 7D | +2.4% | +4.0% | -1.6% | +1.9% |
| 30D | -7.8% | -2.3% | -5.4% | -7.7% |
| 3M | -22.4% | -7.9% | -14.4% | -22.0% |
| 6M | -26.0% | -16.0% | -10.0% | -25.7% |
| YTD | -29.3% | +51.7% | -81.0% | -32.0% |
| 1Y | -37.5% | +28.3% | -65.8% | -41.3% |
| All | -42.2% | +75.8% | -118.1% | -45.6% |
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