+504.4%
NOW vs BABA
+8.5%
+496.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.1% | +5.0% | -0.2% |
| 7D | -1.7% | -12.7% | +11.0% | +1.9% |
| 30D | -27.4% | -14.9% | -12.5% | -24.3% |
| 3M | -19.4% | -24.6% | +5.2% | -13.6% |
| 6M | +13.1% | -29.3% | +42.4% | +22.5% |
| YTD | -34.3% | -35.0% | +0.7% | -27.9% |
| 1Y | -41.8% | -39.7% | -2.1% | -34.8% |
| 3Y | -20.7% | +21.2% | -41.9% | -32.7% |
| 5Y | -27.2% | -39.9% | +12.7% | -25.4% |
| All | +504.4% | +8.5% | +496.0% | +307.3% |
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