-34.1%
BABA vs BEN
+54.9%
-89.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.7% | -3.4% | +0.1% |
| 7D | +11.6% | +6.6% | +5.0% | +9.6% |
| 30D | +2.3% | +3.8% | -1.6% | +1.1% |
| 3M | -13.7% | +0.2% | -13.9% | -13.9% |
| 6M | -21.9% | +10.4% | -32.4% | -24.3% |
| YTD | -24.6% | +46.2% | -70.8% | -30.2% |
| 1Y | -34.1% | +52.3% | -86.4% | -38.5% |
| All | -34.1% | +54.9% | -89.0% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling