+16.0%
BABA vs STM
+682.1%
-666.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.7% |
| 7D | -4.8% | +5.8% | -10.6% | -6.6% |
| 30D | -11.9% | -1.0% | -10.9% | -12.1% |
| 3M | -9.3% | -33.3% | +24.0% | +1.1% |
| 6M | -14.2% | +57.4% | -71.6% | -31.0% |
| YTD | -22.0% | +102.2% | -124.2% | -43.2% |
| 1Y | -12.7% | +99.6% | -112.3% | -36.8% |
| 3Y | +26.7% | +14.5% | +12.1% | +7.0% |
| 5Y | -29.3% | +21.4% | -50.7% | -43.5% |
| All | +16.0% | +682.1% | -666.1% | -52.7% |
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