+11.7%
BABA vs STM
+470.7%
-459.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -13.8% | +12.0% | -25.8% | -17.1% |
| 30D | -15.1% | -0.4% | -14.7% | -16.1% |
| 3M | -22.7% | -13.2% | -9.6% | -20.7% |
| 6M | -34.7% | -26.1% | -8.6% | -31.6% |
| YTD | -35.0% | +81.2% | -116.2% | -51.9% |
| 1Y | -40.4% | +98.3% | -138.7% | -57.5% |
| 3Y | +21.9% | +16.7% | +5.2% | -0.3% |
| 5Y | -39.9% | -4.8% | -35.0% | -48.5% |
| All | +11.7% | +470.7% | -459.0% | -48.9% |
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