+23.9%
BABA vs XYL
+201.8%
-177.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.2% |
| 7D | +11.6% | +5.9% | +5.8% | +9.1% |
| 30D | +2.3% | -3.9% | +6.2% | +3.0% |
| 3M | -13.7% | -18.7% | +5.0% | -7.2% |
| 6M | -21.9% | -16.9% | -5.0% | -17.3% |
| YTD | -24.6% | -27.4% | +2.7% | -16.1% |
| 1Y | -34.1% | -34.0% | -0.1% | -23.6% |
| 3Y | +36.3% | +5.6% | +30.7% | +26.9% |
| 5Y | -26.7% | -20.6% | -6.2% | -25.2% |
| 10Y | +19.2% | +133.4% | -114.2% | -31.8% |
| All | +23.9% | +201.8% | -177.9% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 all: compounded portfolio wealth divided by compounded XYL 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…
all analysis · Full analysis span regression · 6 months rolling