-31.3%
BABA vs BAX
-65.4%
+34.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.0% |
| 3M | -9.3% | +33.5% | -42.8% | -14.4% |
| 6M | -14.2% | +35.9% | -50.1% | -19.7% |
| YTD | -22.0% | +35.4% | -57.4% | -27.4% |
| 1Y | -12.7% | +9.8% | -22.5% | -15.4% |
| 3Y | +26.7% | -32.7% | +59.4% | +33.0% |
| All | -31.3% | -65.4% | +34.1% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling