+28.2%
BABA vs TROW
+112.8%
-84.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | -4.8% | -1.3% | -3.4% | -4.2% |
| 30D | -11.9% | -4.5% | -7.4% | -10.0% |
| 3M | -9.3% | +3.9% | -13.1% | -11.4% |
| 6M | -14.2% | +22.6% | -36.8% | -22.5% |
| YTD | -22.0% | +10.1% | -32.2% | -26.1% |
| 1Y | -12.7% | +3.6% | -16.3% | -15.2% |
| 3Y | +26.7% | +12.4% | +14.2% | +15.4% |
| 5Y | -29.3% | -37.5% | +8.1% | -18.5% |
| 10Y | +21.2% | +130.0% | -108.7% | -28.2% |
| All | +28.2% | +112.8% | -84.6% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling