-39.8%
BABA vs BAX
-64.2%
+24.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -13.8% | +0.1% | -13.8% | -13.8% |
| 30D | -15.1% | +4.1% | -19.2% | -15.9% |
| 3M | -22.7% | -4.5% | -18.2% | -22.2% |
| 6M | -34.7% | +49.2% | -83.9% | -39.9% |
| YTD | -35.0% | +35.2% | -70.3% | -39.6% |
| 1Y | -40.4% | +38.3% | -78.7% | -45.0% |
| 3Y | +21.9% | -19.0% | +41.0% | +22.1% |
| All | -39.8% | -64.2% | +24.4% | -25.8% |
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