+11.7%
BABA vs BB
+21.8%
-10.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.5% |
| 7D | -13.8% | +1.8% | -15.6% | -14.1% |
| 30D | -15.1% | +8.1% | -23.2% | -16.8% |
| 3M | -22.7% | -1.0% | -21.7% | -23.5% |
| 6M | -34.7% | +45.9% | -80.6% | -41.5% |
| YTD | -35.0% | +134.8% | -169.8% | -47.6% |
| 1Y | -40.4% | +104.6% | -145.0% | -50.8% |
| 3Y | +21.9% | +152.8% | -130.9% | -9.8% |
| 5Y | -39.9% | -17.4% | -22.4% | -46.2% |
| All | +11.7% | +21.8% | -10.0% | -19.8% |
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