+28.2%
BABA vs BB
-28.9%
+57.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.8% | -5.6% | +0.9% | -3.7% |
| 30D | -11.9% | -11.8% | -0.1% | -10.1% |
| 3M | -9.3% | -25.5% | +16.3% | -5.7% |
| 6M | -14.2% | +121.3% | -135.5% | -29.3% |
| YTD | -22.0% | +103.2% | -125.2% | -34.7% |
| 1Y | -12.7% | +102.6% | -115.3% | -27.3% |
| 3Y | +26.7% | +37.5% | -10.8% | +7.0% |
| 5Y | -29.3% | -30.4% | +1.1% | -34.2% |
| 10Y | +21.2% | 0.0% | +21.2% | -12.8% |
| All | +28.2% | -28.9% | +57.1% | -5.7% |
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