+16.0%
BABA vs BB
+31.7%
-15.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.7% |
| 7D | -3.6% | +7.3% | -10.9% | -5.0% |
| 30D | -8.4% | +11.2% | -19.6% | -10.7% |
| 3M | -20.6% | +4.7% | -25.3% | -22.2% |
| 6M | -25.4% | +51.1% | -76.5% | -33.7% |
| YTD | -30.1% | +148.0% | -178.1% | -44.2% |
| 1Y | -36.3% | +106.1% | -142.4% | -47.4% |
| 3Y | +30.4% | +158.2% | -127.9% | -3.9% |
| 5Y | -35.7% | -10.8% | -24.9% | -43.3% |
| 10Y | +16.0% | +29.3% | -13.3% | -17.9% |
| All | +16.0% | +31.7% | -15.6% | -17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling