+17.1%
BABA vs BAH
+220.7%
-203.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +1.9% |
| 7D | +11.6% | -3.5% | +15.2% | +12.2% |
| 30D | +2.3% | +24.3% | -22.0% | -1.2% |
| 3M | -13.7% | +16.3% | -30.0% | -15.9% |
| 6M | -21.9% | +13.6% | -35.5% | -24.0% |
| YTD | -24.6% | +3.5% | -28.1% | -26.0% |
| 1Y | -34.1% | +2.7% | -36.8% | -35.3% |
| 3Y | +36.3% | -26.6% | +62.8% | +38.4% |
| 5Y | -26.7% | +8.5% | -35.3% | -33.3% |
| All | +17.1% | +220.7% | -203.6% | -16.4% |
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