-33.4%
BABA vs BAH
+10.2%
-43.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.6% |
| 7D | +2.4% | +0.5% | +1.9% | +2.3% |
| 30D | -7.8% | +18.2% | -26.0% | -9.1% |
| 3M | -22.4% | +13.1% | -35.4% | -23.3% |
| 6M | -26.0% | +15.2% | -41.2% | -27.1% |
| YTD | -29.3% | +6.0% | -35.3% | -30.0% |
| 1Y | -37.5% | +3.1% | -40.6% | -38.0% |
| 3Y | +31.9% | -26.2% | +58.1% | +33.0% |
| 5Y | -33.4% | +9.3% | -42.8% | -38.9% |
| All | -33.4% | +10.2% | -43.6% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling