+15.7%
BABA vs STM
+431.2%
-415.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +2.4% | -7.9% | +10.3% | +4.3% |
| 30D | -7.8% | -14.1% | +6.4% | -4.2% |
| 3M | -22.4% | -17.6% | -4.8% | -18.9% |
| 6M | -26.0% | -24.2% | -1.7% | -23.3% |
| YTD | -29.3% | +73.3% | -102.6% | -46.8% |
| 1Y | -37.5% | +90.1% | -127.6% | -54.8% |
| 3Y | +31.9% | +10.3% | +21.6% | +10.0% |
| 5Y | -33.4% | -5.7% | -27.7% | -42.8% |
| 10Y | +15.7% | +444.1% | -428.4% | -46.8% |
| All | +15.7% | +431.2% | -415.5% | -46.8% |
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