-10.1%
BA vs BABA
+34.4%
-44.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | +1.1% | +11.6% | -10.6% | -0.5% |
| 30D | -7.9% | +2.3% | -10.2% | -8.3% |
| 3M | -25.3% | -13.7% | -11.6% | -23.9% |
| 6M | -24.6% | -21.9% | -2.7% | -22.0% |
| YTD | -20.1% | -24.6% | +4.5% | -17.4% |
| 1Y | -11.8% | -34.1% | +22.3% | -7.1% |
| 3Y | -10.1% | +36.3% | -46.4% | -15.4% |
| All | -10.1% | +34.4% | -44.5% | -15.4% |
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