-0.9%
BA vs BABA
-30.9%
+30.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | +1.2% | -4.8% | +5.9% | +2.1% |
| 30D | -11.6% | -11.9% | +0.3% | -9.6% |
| 3M | -2.4% | -9.3% | +6.9% | -1.0% |
| 6M | -6.6% | -14.2% | +7.6% | -4.5% |
| YTD | -2.2% | -22.0% | +19.8% | +1.5% |
| 1Y | -8.0% | -12.7% | +4.7% | -7.3% |
| 3Y | -5.0% | +26.7% | -31.6% | -14.0% |
| All | -0.9% | -30.9% | +30.0% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling