+15.8%
BABA vs BB
+33.0%
-17.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.5% | -9.2% | -4.7% |
| 7D | +3.8% | +15.0% | -11.1% | +1.0% |
| 30D | -5.4% | +3.5% | -8.9% | -6.6% |
| 3M | -17.9% | +2.7% | -20.6% | -19.3% |
| 6M | -24.1% | +44.7% | -68.8% | -31.9% |
| YTD | -27.4% | +143.3% | -170.7% | -41.9% |
| 1Y | -36.1% | +102.2% | -138.3% | -47.1% |
| 3Y | +35.4% | +156.1% | -120.8% | 0.0% |
| 5Y | -30.1% | -17.6% | -12.5% | -37.5% |
| 10Y | +15.8% | +29.0% | -13.1% | -18.2% |
| All | +15.8% | +33.0% | -17.2% | -18.2% |
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