+11.7%
BABA vs BBY
+288.1%
-276.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -13.8% | +4.5% | -18.2% | -14.8% |
| 30D | -15.1% | +16.8% | -31.9% | -18.8% |
| 3M | -22.7% | +23.2% | -46.0% | -27.3% |
| 6M | -34.7% | +91.9% | -126.6% | -46.1% |
| YTD | -35.0% | +61.6% | -96.7% | -44.2% |
| 1Y | -40.4% | +43.9% | -84.3% | -47.2% |
| 3Y | +21.9% | +88.6% | -66.7% | -3.6% |
| 5Y | -39.9% | -3.1% | -36.8% | -44.4% |
| All | +11.7% | +288.1% | -276.4% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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