-48.7%
BABA vs S
-52.7%
+4.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | +1.0% |
| 7D | +11.6% | -13.4% | +25.1% | +14.5% |
| 30D | +2.3% | -14.0% | +16.3% | +4.8% |
| 3M | -13.7% | +4.9% | -18.6% | -15.9% |
| 6M | -21.9% | +42.0% | -63.9% | -29.0% |
| YTD | -24.6% | +45.1% | -69.8% | -32.5% |
| 1Y | -34.1% | +33.1% | -67.2% | -40.2% |
| 3Y | +36.3% | +40.6% | -4.4% | +14.0% |
| 5Y | -26.7% | -67.5% | +40.7% | -25.6% |
| All | -48.7% | -52.7% | +4.0% | -46.8% |
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