+20.2%
BABA vs XYZ
+586.4%
-566.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.4% |
| 7D | -0.2% | +2.9% | -3.0% | -1.1% |
| 30D | -12.3% | +1.4% | -13.7% | -13.0% |
| 3M | -5.3% | +14.6% | -19.9% | -9.7% |
| 6M | -13.1% | +20.8% | -33.8% | -18.8% |
| YTD | -22.4% | +23.1% | -45.5% | -28.8% |
| 1Y | -19.5% | +5.6% | -25.1% | -23.2% |
| 3Y | +32.9% | +50.9% | -18.0% | +3.6% |
| 5Y | -29.9% | -68.6% | +38.7% | -19.5% |
| All | +20.2% | +586.4% | -566.2% | -36.5% |
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