+11.7%
BABA vs XYZ
+578.7%
-567.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.0% | -3.0% | -5.9% |
| 7D | -12.7% | -2.1% | -10.6% | -12.2% |
| 30D | -14.9% | +7.0% | -21.9% | -16.8% |
| 3M | -24.6% | +5.1% | -29.7% | -26.2% |
| 6M | -29.3% | +14.1% | -43.4% | -32.9% |
| YTD | -35.0% | +26.4% | -61.4% | -41.0% |
| 1Y | -39.7% | +25.1% | -64.8% | -45.3% |
| 3Y | +21.2% | +59.7% | -38.6% | -7.0% |
| 5Y | -39.9% | -63.8% | +23.9% | -33.6% |
| All | +11.7% | +578.7% | -567.0% | -43.3% |
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