+14.7%
BABA vs USB
+100.3%
-85.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +4.4% |
| 7D | +4.3% | +2.4% | +1.9% | +3.6% |
| 30D | -5.0% | +6.6% | -11.5% | -6.7% |
| 3M | -18.4% | -4.1% | -14.3% | -17.5% |
| 6M | -20.3% | +12.5% | -32.7% | -23.3% |
| YTD | -27.5% | +17.6% | -45.1% | -31.3% |
| 1Y | -35.3% | +36.5% | -71.8% | -41.5% |
| 3Y | +31.2% | +95.4% | -64.2% | +3.9% |
| 5Y | -32.1% | +26.1% | -58.2% | -39.8% |
| 10Y | +14.7% | +101.3% | -86.6% | +10.3% |
| All | +14.7% | +100.3% | -85.6% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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