-27.7%
BABA vs B
+143.5%
-171.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | +8.6% | +4.3% | +4.3% | +7.3% |
| 30D | -1.1% | -0.9% | -0.2% | -1.0% |
| 3M | -15.9% | -1.4% | -14.6% | -16.3% |
| 6M | -17.5% | +5.0% | -22.6% | -20.1% |
| YTD | -25.6% | -5.8% | -19.8% | -26.2% |
| 1Y | -33.8% | +25.6% | -59.4% | -39.8% |
| 3Y | +34.6% | +161.6% | -127.0% | -5.6% |
| 5Y | -27.7% | +135.2% | -162.9% | -48.4% |
| All | -27.7% | +143.5% | -171.2% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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