+17.1%
BABA vs RF
+279.4%
-262.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.4% |
| 7D | +11.6% | -0.9% | +12.5% | +11.9% |
| 30D | +2.3% | +6.0% | -3.7% | +0.8% |
| 3M | -13.7% | -8.9% | -4.8% | -11.8% |
| 6M | -21.9% | +2.3% | -24.2% | -22.6% |
| YTD | -24.6% | +7.6% | -32.2% | -26.3% |
| 1Y | -34.1% | +21.2% | -55.3% | -37.5% |
| 3Y | +36.3% | +108.5% | -72.3% | +10.4% |
| 5Y | -26.7% | +43.2% | -70.0% | -35.7% |
| All | +17.1% | +279.4% | -262.3% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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