-29.9%
BABA vs BBY
+0.9%
-30.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -0.2% | +8.1% | -8.3% | -2.3% |
| 30D | -12.3% | +8.9% | -21.2% | -14.5% |
| 3M | -5.3% | +22.0% | -27.4% | -10.8% |
| 6M | -13.1% | +37.8% | -50.9% | -21.7% |
| YTD | -22.4% | +37.3% | -59.7% | -30.4% |
| 1Y | -19.5% | +21.6% | -41.0% | -25.1% |
| 3Y | +32.9% | +41.5% | -8.6% | +11.4% |
| 5Y | -29.9% | +1.2% | -31.1% | -42.7% |
| All | -29.9% | +0.9% | -30.8% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling