-56.4%
BABA vs QS
-53.6%
-2.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.8% | -10.5% | -4.3% |
| 7D | +3.8% | +13.7% | -9.9% | +2.5% |
| 30D | -5.4% | -0.2% | -5.2% | -5.6% |
| 3M | -17.9% | -24.8% | +6.9% | -16.1% |
| 6M | -24.1% | -39.4% | +15.3% | -21.3% |
| YTD | -27.4% | -56.1% | +28.7% | -22.9% |
| 1Y | -36.1% | -72.5% | +36.4% | -29.4% |
| 3Y | +35.4% | -16.3% | +51.7% | +26.5% |
| 5Y | -30.1% | -87.6% | +57.5% | -31.0% |
| All | -56.4% | -53.6% | -2.8% | -52.6% |
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