-39.9%
BABA vs UL
+31.7%
-71.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.4% | -7.4% | -7.2% |
| 7D | -12.7% | -2.5% | -10.2% | -12.0% |
| 30D | -14.9% | +5.7% | -20.5% | -16.4% |
| 3M | -24.6% | +7.0% | -31.6% | -26.4% |
| 6M | -29.3% | +16.1% | -45.4% | -33.3% |
| YTD | -35.0% | +3.6% | -38.6% | -36.3% |
| 1Y | -39.7% | -1.4% | -38.3% | -39.9% |
| 3Y | +21.2% | +34.1% | -12.9% | +2.9% |
| 5Y | -39.9% | +32.0% | -71.9% | -52.5% |
| All | -39.9% | +31.7% | -71.6% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 5y: compounded portfolio wealth divided by compounded UL 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…
5y analysis · Full analysis span regression · 6 months rolling