+23.9%
BABA vs BAH
+339.8%
-315.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +2.0% |
| 7D | +11.6% | -3.5% | +15.2% | +12.3% |
| 30D | +2.3% | +24.3% | -22.0% | -1.5% |
| 3M | -13.7% | +16.3% | -30.0% | -16.1% |
| 6M | -21.9% | +13.6% | -35.5% | -24.2% |
| YTD | -24.6% | +3.5% | -28.1% | -26.1% |
| 1Y | -34.1% | +2.7% | -36.8% | -35.4% |
| 3Y | +36.3% | -26.6% | +62.8% | +38.5% |
| 5Y | -26.7% | +8.5% | -35.3% | -33.3% |
| 10Y | +19.2% | +225.1% | -205.9% | -20.6% |
| All | +23.9% | +339.8% | -315.9% | -24.9% |
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 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