+28.2%
BABA vs XYL
+226.0%
-197.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.1% |
| 7D | -4.8% | -5.0% | +0.3% | -2.7% |
| 30D | -11.9% | -13.2% | +1.3% | -6.8% |
| 3M | -9.3% | -3.7% | -5.6% | -8.5% |
| 6M | -14.2% | -17.7% | +3.4% | -7.9% |
| YTD | -22.0% | -21.5% | -0.5% | -15.0% |
| 1Y | -12.7% | -24.5% | +11.8% | -3.2% |
| 3Y | +26.7% | +6.9% | +19.7% | +18.6% |
| 5Y | -29.3% | -18.1% | -11.3% | -28.2% |
| 10Y | +21.2% | +134.7% | -113.5% | -29.1% |
| All | +28.2% | +226.0% | -197.9% | -40.4% |
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