+28.2%
BABA vs BAH
+275.1%
-247.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.5% |
| 7D | -4.8% | -3.2% | -1.5% | -4.2% |
| 30D | -11.9% | +2.0% | -13.9% | -12.3% |
| 3M | -9.3% | -7.6% | -1.6% | -8.3% |
| 6M | -14.2% | -5.7% | -8.6% | -14.1% |
| YTD | -22.0% | -11.7% | -10.3% | -21.3% |
| 1Y | -12.7% | -27.4% | +14.7% | -8.7% |
| 3Y | +26.7% | -32.5% | +59.2% | +30.1% |
| 5Y | -29.3% | -3.3% | -26.0% | -34.7% |
| 10Y | +21.2% | +186.0% | -164.8% | -17.6% |
| All | +28.2% | +275.1% | -247.0% | -20.1% |
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 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