-28.3%
BABA vs BB
-20.8%
-7.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | +0.3% |
| 7D | +11.6% | +3.8% | +7.8% | +10.6% |
| 30D | +2.3% | -0.3% | +2.6% | +1.7% |
| 3M | -13.7% | -0.5% | -13.2% | -14.8% |
| 6M | -21.9% | +45.9% | -67.8% | -32.5% |
| YTD | -24.6% | +130.6% | -155.3% | -43.1% |
| 1Y | -34.1% | +89.2% | -123.3% | -47.7% |
| 3Y | +36.3% | +137.5% | -101.2% | -8.7% |
| All | -28.3% | -20.8% | -7.4% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling