+11.7%
BABA vs Z
-19.3%
+31.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.3% | -4.8% | -6.5% |
| 7D | -12.7% | -4.9% | -7.8% | -11.7% |
| 30D | -14.9% | +3.0% | -17.8% | -16.0% |
| 3M | -24.6% | -13.4% | -11.2% | -23.1% |
| 6M | -29.3% | -27.3% | -2.0% | -25.2% |
| YTD | -35.0% | -57.8% | +22.7% | -22.7% |
| 1Y | -39.7% | -60.0% | +20.3% | -27.5% |
| 3Y | +21.2% | -21.5% | +42.7% | +17.8% |
| 5Y | -39.9% | -55.0% | +15.1% | -36.4% |
| All | +11.7% | -19.3% | +31.0% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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