+670.3%
NFLX vs BABA
+17.5%
+652.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | +3.5% | -12.3% | +15.8% | +7.3% |
| 3M | -7.1% | -5.3% | -1.8% | -6.3% |
| 6M | -22.5% | -13.1% | -9.4% | -20.4% |
| YTD | -18.1% | -22.4% | +4.3% | -13.8% |
| 1Y | -38.3% | -19.5% | -18.8% | -36.6% |
| 3Y | +73.4% | +32.9% | +40.4% | +40.8% |
| 5Y | +26.7% | -29.9% | +56.5% | +23.7% |
| 10Y | +670.3% | +16.7% | +653.6% | +483.2% |
| All | +670.3% | +17.5% | +652.9% | +483.2% |
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