-58.9%
BABA vs U
-31.4%
-27.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | +3.8% | +32.3% | -28.5% | -2.7% |
| 30D | -5.4% | +9.7% | -15.1% | -7.8% |
| 3M | -17.9% | +19.6% | -37.5% | -21.8% |
| 6M | -24.1% | +82.6% | -106.7% | -34.9% |
| YTD | -27.4% | +16.4% | -43.9% | -33.2% |
| 1Y | -36.1% | +28.5% | -64.5% | -42.7% |
| 3Y | +35.4% | +103.8% | -68.4% | -1.8% |
| 5Y | -30.1% | -70.0% | +39.9% | -30.6% |
| All | -58.9% | -31.4% | -27.5% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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