+15.6%
BABA vs RF
+280.8%
-265.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.8% | +3.2% |
| 7D | +8.6% | -1.6% | +10.2% | +9.0% |
| 30D | -1.1% | +5.0% | -6.1% | -2.3% |
| 3M | -15.9% | -10.0% | -5.9% | -13.9% |
| 6M | -17.5% | +3.3% | -20.9% | -18.4% |
| YTD | -25.6% | +7.9% | -33.5% | -27.3% |
| 1Y | -33.8% | +21.2% | -55.1% | -37.2% |
| 3Y | +34.6% | +105.8% | -71.2% | +9.5% |
| 5Y | -27.7% | +43.7% | -71.4% | -36.6% |
| All | +15.6% | +280.8% | -265.2% | +1.0% |
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