-50.6%
BABA vs S
-48.9%
-1.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +8.0% | -11.8% | -5.3% |
| 7D | +3.8% | +1.6% | +2.3% | +3.3% |
| 30D | -5.4% | -10.5% | +5.1% | -3.9% |
| 3M | -17.9% | +9.9% | -27.8% | -20.8% |
| 6M | -24.1% | +41.8% | -65.8% | -30.9% |
| YTD | -27.4% | +56.8% | -84.2% | -36.0% |
| 1Y | -36.1% | +39.0% | -75.1% | -42.4% |
| 3Y | +35.4% | +53.8% | -18.5% | +11.1% |
| 5Y | -30.1% | -68.6% | +38.5% | -29.8% |
| All | -50.6% | -48.9% | -1.8% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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