+17.4%
BABA vs BB
+28.0%
-10.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.4% |
| 7D | +2.4% | +11.6% | -9.2% | +0.1% |
| 30D | -7.8% | +2.6% | -10.3% | -8.8% |
| 3M | -22.4% | +3.5% | -25.9% | -23.8% |
| 6M | -26.0% | +43.5% | -69.5% | -33.5% |
| YTD | -29.3% | +141.2% | -170.4% | -43.3% |
| 1Y | -37.5% | +97.4% | -134.9% | -48.0% |
| 3Y | +31.9% | +151.1% | -119.2% | -2.2% |
| 5Y | -33.4% | -12.8% | -20.6% | -41.0% |
| All | +17.4% | +28.0% | -10.6% | -16.5% |
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