+15.7%
BABA vs BBY
+282.3%
-266.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.5% | -2.0% |
| 7D | +2.4% | +10.9% | -8.5% | -0.5% |
| 30D | -7.8% | +19.6% | -27.4% | -12.3% |
| 3M | -22.4% | +27.6% | -50.0% | -27.7% |
| 6M | -26.0% | +79.4% | -105.4% | -37.8% |
| YTD | -29.3% | +61.7% | -91.0% | -39.2% |
| 1Y | -37.5% | +40.3% | -77.8% | -44.2% |
| 3Y | +31.9% | +87.9% | -56.0% | +4.5% |
| 5Y | -33.4% | +0.2% | -33.6% | -38.9% |
| 10Y | +15.7% | +274.5% | -258.8% | -20.3% |
| All | +15.7% | +282.3% | -266.6% | -20.3% |
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