-28.3%
BABA vs STM
-15.6%
-12.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.2% | -0.1% |
| 7D | +11.6% | -10.7% | +22.4% | +15.0% |
| 30D | +2.3% | -25.7% | +28.0% | +11.3% |
| 3M | -13.7% | -21.6% | +7.9% | -8.5% |
| 6M | -21.9% | -27.8% | +5.9% | -18.2% |
| YTD | -24.6% | +61.8% | -86.4% | -43.6% |
| 1Y | -34.1% | +78.1% | -112.2% | -52.7% |
| 3Y | +36.3% | +4.9% | +31.4% | +15.0% |
| All | -28.3% | -15.6% | -12.7% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling