+16.7%
BABA vs UMC
+1,867.9%
-1,851.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.0% | -6.9% | -3.9% |
| 7D | -2.2% | +13.6% | -15.8% | -5.3% |
| 30D | -17.3% | +20.8% | -38.1% | -21.4% |
| 3M | -7.8% | +16.1% | -23.9% | -13.6% |
| 6M | -16.8% | +137.3% | -154.1% | -37.1% |
| YTD | -24.7% | +193.8% | -218.4% | -47.6% |
| 1Y | -24.9% | +236.1% | -261.0% | -50.0% |
| 3Y | +29.1% | +267.1% | -238.0% | -18.4% |
| 5Y | -30.5% | +145.3% | -175.8% | -52.4% |
| 10Y | +16.7% | +1,857.3% | -1,840.6% | -57.6% |
| All | +16.7% | +1,867.9% | -1,851.2% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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