+11.7%
BABA vs UMC
+1,304.8%
-1,293.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.0% | -5.1% | -6.6% |
| 7D | -12.7% | +17.8% | -30.5% | -16.1% |
| 30D | -14.9% | -29.6% | +14.7% | -8.3% |
| 3M | -24.6% | -18.4% | -6.3% | -22.4% |
| 6M | -29.3% | -0.1% | -29.2% | -33.3% |
| YTD | -35.0% | +104.0% | -139.1% | -51.3% |
| 1Y | -39.7% | +121.5% | -161.2% | -55.9% |
| 3Y | +21.2% | +135.0% | -113.8% | -15.2% |
| 5Y | -39.9% | +83.0% | -122.9% | -56.3% |
| All | +11.7% | +1,304.8% | -1,293.1% | -54.9% |
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