+31.1%
BA vs BABA
+14.8%
+16.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.2% | -3.2% |
| 7D | -0.1% | +8.6% | -8.7% | -2.1% |
| 30D | -9.1% | -1.1% | -8.0% | -9.0% |
| 3M | -28.2% | -15.9% | -12.3% | -25.4% |
| 6M | -23.1% | -17.5% | -5.6% | -20.2% |
| YTD | -20.6% | -25.6% | +5.0% | -15.9% |
| 1Y | -12.7% | -33.8% | +21.1% | -5.0% |
| 3Y | -11.6% | +34.6% | -46.2% | -24.3% |
| 5Y | -23.1% | -27.7% | +4.5% | -25.3% |
| All | +31.1% | +14.8% | +16.3% | +14.8% |
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