+16.7%
BABA vs BBY
+236.2%
-219.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.5% |
| 7D | -2.2% | +1.2% | -3.3% | -2.5% |
| 30D | -17.3% | +6.8% | -24.1% | -18.9% |
| 3M | -7.8% | +18.7% | -26.5% | -12.3% |
| 6M | -16.8% | +37.3% | -54.1% | -24.6% |
| YTD | -24.7% | +35.3% | -60.0% | -31.8% |
| 1Y | -24.9% | +20.7% | -45.6% | -30.0% |
| 3Y | +29.1% | +39.4% | -10.3% | +11.5% |
| 5Y | -30.5% | -1.5% | -29.0% | -35.7% |
| 10Y | +16.7% | +239.8% | -223.1% | -18.2% |
| All | +16.7% | +236.2% | -219.5% | -18.2% |
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