-10.6%
BA vs BABA
+32.7%
-43.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.2% | -2.9% |
| 7D | -0.1% | +8.6% | -8.7% | -1.3% |
| 30D | -9.1% | -1.1% | -8.0% | -9.1% |
| 3M | -28.2% | -15.9% | -12.3% | -26.6% |
| 6M | -23.1% | -17.5% | -5.6% | -21.2% |
| YTD | -20.6% | -25.6% | +5.0% | -17.6% |
| 1Y | -12.7% | -33.8% | +21.1% | -8.2% |
| All | -10.6% | +32.7% | -43.3% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling