+21.9%
BABA vs BAX
-18.2%
+40.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.3% | -4.8% | -6.7% |
| 7D | -12.7% | +0.4% | -13.0% | -12.7% |
| 30D | -14.9% | +3.4% | -18.3% | -15.4% |
| 3M | -24.6% | -4.5% | -20.2% | -24.3% |
| 6M | -29.3% | +44.0% | -73.4% | -33.6% |
| YTD | -35.0% | +34.9% | -69.9% | -38.8% |
| 1Y | -39.7% | +37.9% | -77.6% | -43.4% |
| All | +21.9% | -18.2% | +40.1% | +11.3% |
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 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