+57.4%
BA vs BABA
+20.7%
+36.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.9% | -2.8% | +0.9% |
| 7D | +5.9% | +4.3% | +1.6% | +4.8% |
| 30D | -8.2% | -5.0% | -3.2% | -7.1% |
| 3M | -25.4% | -18.4% | -7.0% | -21.9% |
| 6M | -20.0% | -20.3% | +0.3% | -16.3% |
| YTD | -18.5% | -27.5% | +9.0% | -13.2% |
| 1Y | -10.6% | -35.3% | +24.7% | -2.3% |
| 3Y | -9.3% | +31.2% | -40.4% | -21.4% |
| 5Y | -16.9% | -32.1% | +15.2% | -18.6% |
| 10Y | +37.9% | +14.7% | +23.2% | +15.4% |
| All | +57.4% | +20.7% | +36.7% | +18.0% |
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