+16.7%
BABA vs XYZ
+580.4%
-563.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.6% |
| 7D | -2.2% | -3.7% | +1.6% | -1.1% |
| 30D | -17.3% | +0.5% | -17.9% | -17.8% |
| 3M | -7.8% | +16.3% | -24.0% | -12.4% |
| 6M | -16.8% | +21.1% | -37.9% | -22.3% |
| YTD | -24.7% | +22.0% | -46.7% | -30.7% |
| 1Y | -24.9% | +5.2% | -30.1% | -28.3% |
| 3Y | +29.1% | +49.6% | -20.5% | +0.9% |
| 5Y | -30.5% | -68.4% | +37.9% | -20.3% |
| 10Y | +16.7% | +604.5% | -587.8% | -38.2% |
| All | +16.7% | +580.4% | -563.7% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded XYZ 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling