+17.1%
BABA vs STM
+398.5%
-381.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.2% | -0.2% |
| 7D | +11.6% | -10.7% | +22.4% | +15.1% |
| 30D | +2.3% | -25.7% | +28.0% | +11.5% |
| 3M | -13.7% | -21.6% | +7.9% | -8.4% |
| 6M | -21.9% | -27.8% | +5.9% | -17.8% |
| YTD | -24.6% | +61.8% | -86.4% | -41.9% |
| 1Y | -34.1% | +78.1% | -112.2% | -51.2% |
| 3Y | +36.3% | +4.9% | +31.4% | +15.5% |
| 5Y | -26.7% | -14.3% | -12.5% | -35.0% |
| All | +17.1% | +398.5% | -381.4% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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