-35.3%
BABA vs BB
+88.0%
-123.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.0% | -2.0% | +4.5% |
| 7D | +4.3% | -6.8% | +11.1% | +4.6% |
| 30D | -5.0% | -3.5% | -1.4% | -4.9% |
| 3M | -18.4% | -1.2% | -17.1% | -18.5% |
| 6M | -20.3% | +57.0% | -77.3% | -25.3% |
| YTD | -27.5% | +131.1% | -158.6% | -37.6% |
| 1Y | -35.3% | +87.6% | -122.9% | -45.3% |
| All | -35.3% | +88.0% | -123.3% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling