+16.0%
BABA vs RF
+343.3%
-327.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -4.8% | +1.3% | -6.1% | -5.1% |
| 30D | -11.9% | -3.6% | -8.3% | -11.1% |
| 3M | -9.3% | +8.1% | -17.4% | -11.1% |
| 6M | -14.2% | +11.5% | -25.7% | -16.8% |
| YTD | -22.0% | +15.6% | -37.6% | -25.1% |
| 1Y | -12.7% | +15.7% | -28.4% | -16.3% |
| 3Y | +26.7% | +86.9% | -60.2% | +5.3% |
| 5Y | -29.3% | +89.8% | -119.2% | -41.6% |
| All | +16.0% | +343.3% | -327.4% | -20.6% |
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