+23.9%
BABA vs BAX
-21.8%
+45.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.1% |
| 7D | +11.6% | +12.1% | -0.5% | +7.9% |
| 30D | +2.3% | +7.6% | -5.3% | -0.1% |
| 3M | -13.7% | -4.5% | -9.2% | -12.8% |
| 6M | -21.9% | +52.0% | -73.9% | -32.0% |
| YTD | -24.6% | +35.1% | -59.8% | -32.9% |
| 1Y | -34.1% | +43.7% | -77.8% | -42.7% |
| 3Y | +36.3% | -20.9% | +57.2% | +37.8% |
| 5Y | -26.7% | -63.5% | +36.8% | -0.5% |
| 10Y | +19.2% | -36.0% | +55.2% | +10.3% |
| All | +23.9% | -21.8% | +45.6% | +1.0% |
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