+11.7%
BABA vs TROW
+122.3%
-110.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.3% |
| 7D | -13.8% | +0.5% | -14.2% | -13.9% |
| 30D | -15.1% | +9.3% | -24.4% | -18.5% |
| 3M | -22.7% | -0.9% | -21.8% | -22.6% |
| 6M | -34.7% | +8.3% | -43.0% | -37.6% |
| YTD | -35.0% | +10.6% | -45.7% | -38.6% |
| 1Y | -40.4% | +10.5% | -51.0% | -43.8% |
| 3Y | +21.9% | +36.5% | -14.6% | +1.4% |
| 5Y | -39.9% | -37.1% | -2.8% | -31.4% |
| All | +11.7% | +122.3% | -110.5% | -18.7% |
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