+556.7%
QQQ vs BABA
+17.5%
+539.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | -0.6% | -12.3% | +11.6% | +2.1% |
| 3M | +0.4% | -5.3% | +5.7% | +1.1% |
| 6M | +20.1% | -13.1% | +33.1% | +22.8% |
| YTD | +17.2% | -22.4% | +39.6% | +22.6% |
| 1Y | +24.7% | -19.5% | +44.2% | +28.4% |
| 3Y | +96.2% | +32.9% | +63.2% | +71.9% |
| 5Y | +94.4% | -29.9% | +124.3% | +92.0% |
| 10Y | +556.7% | +16.7% | +540.0% | +428.0% |
| All | +556.7% | +17.5% | +539.2% | +428.0% |
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