+17.1%
BABA vs BAX
-36.8%
+53.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.1% |
| 7D | +11.6% | +12.1% | -0.5% | +8.3% |
| 30D | +2.3% | +7.6% | -5.3% | +0.1% |
| 3M | -13.7% | -4.5% | -9.2% | -12.9% |
| 6M | -21.9% | +52.0% | -73.9% | -31.1% |
| YTD | -24.6% | +35.1% | -59.8% | -32.1% |
| 1Y | -34.1% | +43.7% | -77.8% | -41.9% |
| 3Y | +36.3% | -20.9% | +57.2% | +37.8% |
| 5Y | -26.7% | -63.5% | +36.8% | -2.6% |
| All | +17.1% | -36.8% | +53.9% | +14.4% |
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