-53.4%
BABA vs QS
-43.2%
-10.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.7% |
| 7D | -0.2% | +2.2% | -2.4% | -0.4% |
| 30D | -12.3% | -8.1% | -4.2% | -11.7% |
| 3M | -5.3% | -27.0% | +21.7% | -3.1% |
| 6M | -13.1% | -16.4% | +3.4% | -12.4% |
| YTD | -22.4% | -46.4% | +23.9% | -18.9% |
| 1Y | -19.5% | -41.1% | +21.6% | -17.7% |
| 3Y | +32.9% | -18.6% | +51.6% | +24.6% |
| 5Y | -29.9% | -73.0% | +43.2% | -31.8% |
| All | -53.4% | -43.2% | -10.2% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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