+11.7%
BABA vs BAH
+199.5%
-187.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.2% | -7.1% |
| 7D | -12.7% | -2.6% | -10.1% | -12.4% |
| 30D | -14.9% | +20.4% | -35.2% | -17.4% |
| 3M | -24.6% | +11.9% | -36.5% | -26.2% |
| 6M | -29.3% | +17.1% | -46.5% | -31.6% |
| YTD | -35.0% | +5.5% | -40.6% | -36.4% |
| 1Y | -39.7% | +5.6% | -45.3% | -41.1% |
| 3Y | +21.2% | -26.5% | +47.7% | +23.2% |
| 5Y | -39.9% | +6.5% | -46.4% | -45.0% |
| All | +11.7% | +199.5% | -187.8% | -24.7% |
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