+400.1%
META vs BABA
+14.8%
+385.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -4.8% |
| 7D | -3.1% | +8.6% | -11.7% | -5.6% |
| 30D | -18.1% | -1.1% | -17.0% | -18.0% |
| 3M | +2.9% | -15.9% | +18.8% | +7.7% |
| 6M | +0.2% | -17.5% | +17.7% | +4.9% |
| YTD | -8.1% | -25.6% | +17.5% | -1.3% |
| 1Y | -4.5% | -33.8% | +29.3% | +6.0% |
| 3Y | +94.2% | +34.6% | +59.6% | +61.4% |
| 5Y | +79.1% | -27.7% | +106.7% | +73.6% |
| All | +400.1% | +14.8% | +385.3% | +272.5% |
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