+16.7%
BABA vs TROW
+128.2%
-111.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.2% |
| 7D | -2.2% | -1.5% | -0.7% | -1.5% |
| 30D | -17.3% | -5.3% | -12.0% | -15.3% |
| 3M | -7.8% | +2.9% | -10.7% | -9.6% |
| 6M | -16.8% | +22.2% | -39.0% | -24.4% |
| YTD | -24.7% | +8.1% | -32.8% | -27.9% |
| 1Y | -24.9% | +5.8% | -30.8% | -27.6% |
| 3Y | +29.1% | +14.0% | +15.1% | +17.2% |
| 5Y | -30.5% | -38.3% | +7.7% | -20.5% |
| 10Y | +16.7% | +131.7% | -115.0% | -8.2% |
| All | +16.7% | +128.2% | -111.5% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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