+21.9%
BABA vs BAH
-26.8%
+48.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -13.8% | +1.7% | -15.5% | -13.8% |
| 30D | -15.1% | +20.8% | -35.9% | -15.9% |
| 3M | -22.7% | +11.6% | -34.3% | -23.2% |
| 6M | -34.7% | +23.1% | -57.8% | -35.5% |
| YTD | -35.0% | +5.3% | -40.3% | -35.2% |
| 1Y | -40.4% | +6.1% | -46.6% | -40.7% |
| 3Y | +21.9% | -27.5% | +49.4% | +24.6% |
| All | +21.9% | -26.8% | +48.7% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling