+462.3%
NFLX vs BABA
+14.9%
+447.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.4% |
| 7D | -2.8% | -3.6% | +0.8% | -1.9% |
| 30D | -8.6% | -8.4% | -0.2% | -6.4% |
| 3M | -13.7% | -20.6% | +6.9% | -8.4% |
| 6M | -24.5% | -25.4% | +0.9% | -19.0% |
| YTD | -31.2% | -30.1% | -1.1% | -25.7% |
| 1Y | -43.2% | -36.3% | -6.9% | -37.0% |
| 3Y | +44.3% | +30.4% | +13.9% | +17.0% |
| 5Y | -1.9% | -35.7% | +33.9% | -1.6% |
| 10Y | +462.3% | +16.0% | +446.3% | +342.3% |
| All | +462.3% | +14.9% | +447.4% | +342.3% |
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