+22.3%
BABA vs BAH
+360.2%
-337.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.5% | +2.4% |
| 7D | +8.6% | +6.0% | +2.5% | +7.5% |
| 30D | -1.1% | +31.1% | -32.2% | -5.6% |
| 3M | -15.9% | +25.2% | -41.1% | -19.3% |
| 6M | -17.5% | +18.9% | -36.4% | -20.5% |
| YTD | -25.6% | +8.3% | -33.9% | -27.6% |
| 1Y | -33.8% | +6.2% | -40.0% | -35.5% |
| 3Y | +34.6% | -22.8% | +57.4% | +35.7% |
| 5Y | -27.7% | +13.6% | -41.2% | -34.6% |
| 10Y | +17.7% | +240.2% | -222.5% | -22.2% |
| All | +22.3% | +360.2% | -337.9% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling