+23.9%
BABA vs BB
-19.3%
+43.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | +0.4% |
| 7D | +11.6% | +3.8% | +7.8% | +10.7% |
| 30D | +2.3% | -0.3% | +2.6% | +1.8% |
| 3M | -13.7% | -0.5% | -13.2% | -14.6% |
| 6M | -21.9% | +45.9% | -67.8% | -30.1% |
| YTD | -24.6% | +130.6% | -155.3% | -38.8% |
| 1Y | -34.1% | +89.2% | -123.3% | -44.6% |
| 3Y | +36.3% | +137.5% | -101.2% | +2.6% |
| 5Y | -26.7% | -20.9% | -5.8% | -33.7% |
| 10Y | +19.2% | +25.4% | -6.2% | -18.4% |
| All | +23.9% | -19.3% | +43.2% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling