+14.9%
BABA vs BBY
+366.1%
-351.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -3.6% | +3.7% | -7.3% | -4.6% |
| 30D | -8.4% | +20.9% | -29.2% | -12.9% |
| 3M | -20.6% | +27.6% | -48.2% | -25.8% |
| 6M | -25.4% | +86.9% | -112.3% | -37.4% |
| YTD | -30.1% | +63.3% | -93.4% | -39.6% |
| 1Y | -36.3% | +42.6% | -78.9% | -43.0% |
| 3Y | +30.4% | +89.8% | -59.4% | +4.5% |
| 5Y | -35.7% | -0.1% | -35.7% | -40.7% |
| 10Y | +16.0% | +294.3% | -278.2% | -23.5% |
| All | +14.9% | +366.1% | -351.2% | -28.9% |
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 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