+34.5%
BABA vs STM
+0.3%
+34.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -12.4% | +15.0% | +5.1% |
| 7D | +8.6% | -20.1% | +28.7% | +13.1% |
| 30D | -1.1% | -32.0% | +30.9% | +6.4% |
| 3M | -15.9% | -24.2% | +8.2% | -12.1% |
| 6M | -17.5% | -29.9% | +12.4% | -14.4% |
| YTD | -25.6% | +54.9% | -80.5% | -37.8% |
| 1Y | -33.8% | +68.0% | -101.8% | -46.0% |
| All | +34.5% | +0.3% | +34.2% | +16.0% |
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