+19.3%
BABA vs BBY
+371.1%
-351.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.7% | -10.4% | -5.4% |
| 7D | +3.8% | +10.5% | -6.7% | +1.1% |
| 30D | -5.4% | +22.1% | -27.5% | -10.3% |
| 3M | -17.9% | +31.0% | -48.9% | -23.8% |
| 6M | -24.1% | +83.2% | -107.3% | -35.9% |
| YTD | -27.4% | +65.1% | -92.5% | -37.5% |
| 1Y | -36.1% | +41.6% | -77.7% | -42.7% |
| 3Y | +35.4% | +95.6% | -60.2% | +7.7% |
| 5Y | -30.1% | +1.0% | -31.1% | -35.7% |
| 10Y | +15.8% | +296.9% | -281.1% | -23.8% |
| All | +19.3% | +371.1% | -351.8% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling