-34.1%
BABA vs BAH
+2.0%
-36.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +1.3% |
| 7D | +11.6% | -3.5% | +15.2% | +11.6% |
| 30D | +2.3% | +24.3% | -22.0% | +2.3% |
| 3M | -13.7% | +16.3% | -30.0% | -13.7% |
| 6M | -21.9% | +13.6% | -35.5% | -22.0% |
| YTD | -24.6% | +3.5% | -28.1% | -24.0% |
| 1Y | -34.1% | +2.7% | -36.8% | -32.8% |
| All | -34.1% | +2.0% | -36.1% | -32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling