-63.2%
BABA vs U
-33.1%
-30.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.1% | -7.3% |
| 7D | -12.7% | +2.8% | -15.5% | -13.3% |
| 30D | -14.9% | +7.6% | -22.5% | -16.7% |
| 3M | -24.6% | +12.7% | -37.3% | -27.2% |
| 6M | -29.3% | +87.0% | -116.3% | -39.8% |
| YTD | -35.0% | +13.6% | -48.6% | -39.8% |
| 1Y | -39.7% | +25.3% | -65.0% | -45.6% |
| 3Y | +21.2% | +85.8% | -64.6% | -9.9% |
| 5Y | -39.9% | -74.5% | +34.6% | -38.7% |
| All | -63.2% | -33.1% | -30.1% | -64.9% |
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