+15.8%
BABA vs XYZ
+657.6%
-641.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.6% | -7.3% | -4.7% |
| 7D | +3.8% | +14.9% | -11.1% | -0.5% |
| 30D | -5.4% | +14.7% | -20.0% | -9.4% |
| 3M | -17.9% | +12.1% | -30.0% | -21.2% |
| 6M | -24.1% | +18.3% | -42.4% | -28.7% |
| YTD | -27.4% | +36.1% | -63.5% | -35.6% |
| 1Y | -36.1% | +35.3% | -71.4% | -43.4% |
| 3Y | +35.4% | +73.5% | -38.1% | +1.4% |
| 5Y | -30.1% | -61.6% | +31.5% | -24.2% |
| 10Y | +15.8% | +638.0% | -622.2% | -40.8% |
| All | +15.8% | +657.6% | -641.7% | -40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling