+15.6%
BABA vs USB
+93.8%
-78.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.2% |
| 7D | +8.6% | -1.5% | +10.0% | +9.0% |
| 30D | -1.1% | +4.3% | -5.4% | -2.3% |
| 3M | -15.9% | -6.1% | -9.8% | -14.5% |
| 6M | -17.5% | +9.4% | -26.9% | -20.1% |
| YTD | -25.6% | +15.2% | -40.8% | -29.1% |
| 1Y | -33.8% | +32.8% | -66.6% | -39.6% |
| 3Y | +34.6% | +91.3% | -56.7% | +7.3% |
| 5Y | -27.7% | +22.7% | -50.3% | -35.3% |
| All | +15.6% | +93.8% | -78.2% | +13.4% |
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