+6.8%
BABA vs BAX
-21.9%
+28.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.3% | -4.8% | -6.4% |
| 7D | -12.7% | +0.4% | -13.0% | -12.8% |
| 30D | -14.9% | +3.4% | -18.3% | -15.9% |
| 3M | -24.6% | -4.5% | -20.2% | -23.9% |
| 6M | -29.3% | +44.0% | -73.4% | -37.4% |
| YTD | -35.0% | +34.9% | -69.9% | -42.1% |
| 1Y | -39.7% | +37.9% | -77.6% | -46.8% |
| 3Y | +21.2% | -17.1% | +38.2% | +20.2% |
| 5Y | -39.9% | -64.3% | +24.4% | -17.7% |
| 10Y | +7.8% | -35.9% | +43.7% | -0.4% |
| All | +6.8% | -21.9% | +28.7% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling