-36.3%
BABA vs BAX
+48.0%
-84.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -3.6% | -0.6% | -3.0% | -3.5% |
| 30D | -8.4% | +6.3% | -14.7% | -9.2% |
| 3M | -20.6% | -4.6% | -16.0% | -20.5% |
| 6M | -25.4% | +50.4% | -75.8% | -29.1% |
| YTD | -30.1% | +38.0% | -68.1% | -33.1% |
| 1Y | -36.3% | +44.6% | -80.9% | -38.9% |
| All | -36.3% | +48.0% | -84.3% | -38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling