+499.2%
NOW vs BABA
+16.2%
+483.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -3.0% | +11.6% | -14.6% | -5.9% |
| 30D | -26.0% | +2.3% | -28.3% | -26.6% |
| 3M | -13.1% | -13.7% | +0.6% | -10.1% |
| 6M | +14.5% | -21.9% | +36.4% | +20.9% |
| YTD | -33.4% | -24.6% | -8.8% | -29.8% |
| 1Y | -40.6% | -34.1% | -6.5% | -35.0% |
| 3Y | -16.3% | +36.3% | -52.6% | -30.9% |
| 5Y | -26.3% | -26.7% | +0.4% | -29.0% |
| All | +499.2% | +16.2% | +483.0% | +330.5% |
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