+27.1%
BABA vs BAH
-32.2%
+59.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.4% |
| 7D | -4.8% | -3.2% | -1.5% | -4.6% |
| 30D | -11.9% | +2.0% | -13.9% | -12.0% |
| 3M | -9.3% | -7.6% | -1.6% | -8.9% |
| 6M | -14.2% | -5.7% | -8.6% | -14.2% |
| YTD | -22.0% | -11.7% | -10.3% | -21.6% |
| 1Y | -12.7% | -27.4% | +14.7% | -10.5% |
| All | +27.1% | -32.2% | +59.3% | +25.9% |
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