+35.4%
BABA vs BAH
-26.0%
+61.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -3.8% |
| 7D | +3.8% | -1.5% | +5.3% | +3.9% |
| 30D | -5.4% | +17.3% | -22.6% | -6.1% |
| 3M | -17.9% | +14.9% | -32.8% | -18.6% |
| 6M | -24.1% | +14.2% | -38.3% | -24.7% |
| YTD | -27.4% | +5.1% | -32.6% | -27.7% |
| 1Y | -36.1% | +2.1% | -38.1% | -36.1% |
| 3Y | +35.4% | -26.0% | +61.3% | +39.1% |
| All | +35.4% | -26.0% | +61.4% | +39.1% |
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