+15.8%
BABA vs BAX
-35.6%
+51.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -4.3% |
| 7D | +3.8% | +9.0% | -5.2% | +1.4% |
| 30D | -5.4% | +8.5% | -13.8% | -7.6% |
| 3M | -17.9% | -4.1% | -13.8% | -17.3% |
| 6M | -24.1% | +46.9% | -71.0% | -32.3% |
| YTD | -27.4% | +38.4% | -65.8% | -35.1% |
| 1Y | -36.1% | +47.0% | -83.1% | -43.9% |
| 3Y | +35.4% | -14.9% | +50.3% | +33.6% |
| 5Y | -30.1% | -62.5% | +32.4% | -7.9% |
| 10Y | +15.8% | -33.9% | +49.7% | +14.3% |
| All | +15.8% | -35.6% | +51.5% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling