+35.4%
BABA vs STM
+11.4%
+23.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.8% | -10.5% | -5.0% |
| 7D | +3.8% | -5.6% | +9.4% | +4.5% |
| 30D | -5.4% | -14.4% | +9.1% | -2.9% |
| 3M | -17.9% | -20.5% | +2.5% | -14.9% |
| 6M | -24.1% | -24.5% | +0.4% | -22.2% |
| YTD | -27.4% | +72.7% | -100.1% | -40.6% |
| 1Y | -36.1% | +91.0% | -127.1% | -49.2% |
| 3Y | +35.4% | +13.5% | +21.8% | +13.2% |
| All | +35.4% | +11.4% | +23.9% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling