+16.0%
BABA vs BAH
+211.3%
-195.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -3.6% | -1.6% | -2.0% | -3.4% |
| 30D | -8.4% | +18.0% | -26.4% | -10.8% |
| 3M | -20.6% | +11.4% | -32.0% | -22.1% |
| 6M | -25.4% | +17.7% | -43.1% | -27.8% |
| YTD | -30.1% | +5.4% | -35.5% | -31.6% |
| 1Y | -36.3% | +2.8% | -39.0% | -37.4% |
| 3Y | +30.4% | -26.7% | +57.0% | +32.6% |
| 5Y | -35.7% | +8.1% | -43.8% | -41.4% |
| 10Y | +16.0% | +202.5% | -186.5% | -20.8% |
| All | +16.0% | +211.3% | -195.3% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling