+88.7%
BA vs BABA
+29.8%
+58.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | +1.2% | -4.8% | +5.9% | +2.3% |
| 30D | -11.6% | -11.9% | +0.3% | -9.1% |
| 3M | -2.4% | -9.3% | +6.9% | -0.7% |
| 6M | -6.6% | -14.2% | +7.6% | -4.0% |
| YTD | -2.2% | -22.0% | +19.8% | +2.5% |
| 1Y | -8.0% | -12.7% | +4.7% | -7.2% |
| 3Y | -5.0% | +26.7% | -31.6% | -16.6% |
| 5Y | -2.7% | -29.3% | +26.6% | -5.6% |
| 10Y | +75.9% | +21.2% | +54.6% | +45.3% |
| All | +88.7% | +29.8% | +58.9% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling