+772.7%
GOOG vs BABA
+14.2%
+758.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.4% |
| 7D | -1.6% | -2.2% | +0.6% | -1.0% |
| 30D | -7.7% | -17.3% | +9.7% | -3.6% |
| 3M | -9.3% | -7.8% | -1.5% | -7.8% |
| 6M | +7.4% | -16.8% | +24.2% | +11.5% |
| YTD | +4.9% | -24.7% | +29.5% | +10.9% |
| 1Y | +37.2% | -24.9% | +62.2% | +44.4% |
| 3Y | +141.6% | +29.1% | +112.5% | +113.6% |
| 5Y | +128.8% | -30.5% | +159.3% | +127.0% |
| 10Y | +772.7% | +16.7% | +756.0% | +568.1% |
| All | +772.7% | +14.2% | +758.5% | +568.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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