+22.3%
BABA vs STM
+522.0%
-499.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -12.4% | +15.0% | +6.5% |
| 7D | +8.6% | -20.1% | +28.7% | +15.6% |
| 30D | -1.1% | -32.0% | +30.9% | +10.4% |
| 3M | -15.9% | -24.2% | +8.2% | -10.0% |
| 6M | -17.5% | -29.9% | +12.4% | -12.4% |
| YTD | -25.6% | +54.9% | -80.5% | -40.7% |
| 1Y | -33.8% | +68.0% | -101.8% | -48.9% |
| 3Y | +34.6% | -0.1% | +34.8% | +17.5% |
| 5Y | -27.7% | -17.9% | -9.8% | -34.2% |
| 10Y | +17.7% | +392.2% | -374.5% | -39.0% |
| All | +22.3% | +522.0% | -499.7% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling