+423.4%
NFLX vs BABA
+15.0%
+408.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +1.9% |
| 7D | +2.6% | +3.8% | -1.2% | +1.4% |
| 30D | -9.0% | -5.4% | -3.7% | -7.7% |
| 3M | -13.7% | -17.9% | +4.2% | -9.2% |
| 6M | -26.9% | -24.1% | -2.8% | -22.0% |
| YTD | -31.8% | -27.4% | -4.3% | -27.1% |
| 1Y | -42.1% | -36.1% | -6.0% | -35.7% |
| 3Y | +47.0% | +35.4% | +11.6% | +17.9% |
| 5Y | -2.5% | -30.1% | +27.6% | -5.3% |
| 10Y | +423.4% | +15.8% | +407.5% | +296.9% |
| All | +423.4% | +15.0% | +408.4% | +296.9% |
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