+22.3%
BABA vs BB
-22.7%
+45.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +3.5% |
| 7D | +8.6% | -8.9% | +17.5% | +10.3% |
| 30D | -1.1% | -12.6% | +11.5% | +0.9% |
| 3M | -15.9% | -4.1% | -11.8% | -16.2% |
| 6M | -17.5% | +49.5% | -67.0% | -26.5% |
| YTD | -25.6% | +120.8% | -146.4% | -39.1% |
| 1Y | -33.8% | +76.2% | -110.0% | -43.6% |
| 3Y | +34.6% | +123.8% | -89.2% | +2.6% |
| 5Y | -27.7% | -24.3% | -3.4% | -34.0% |
| 10Y | +17.7% | +20.1% | -2.4% | -18.8% |
| All | +22.3% | -22.7% | +45.0% | -12.2% |
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 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