+27.1%
BABA vs BAX
-32.5%
+59.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -4.8% | -1.1% | -3.6% | -4.6% |
| 30D | -11.9% | -5.5% | -6.4% | -11.2% |
| 3M | -9.3% | +33.5% | -42.8% | -13.3% |
| 6M | -14.2% | +35.9% | -50.1% | -18.7% |
| YTD | -22.0% | +35.4% | -57.4% | -26.4% |
| 1Y | -12.7% | +9.8% | -22.5% | -14.8% |
| All | +27.1% | -32.5% | +59.6% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling