-31.3%
BABA vs BEN
+39.3%
-70.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | -0.1% |
| 7D | -4.8% | +0.2% | -5.0% | -4.9% |
| 30D | -11.9% | -0.5% | -11.4% | -11.8% |
| 3M | -9.3% | +9.7% | -19.0% | -12.8% |
| 6M | -14.2% | +33.9% | -48.2% | -24.4% |
| YTD | -22.0% | +49.0% | -71.0% | -34.3% |
| 1Y | -12.7% | +42.1% | -54.8% | -25.3% |
| 3Y | +26.7% | +51.9% | -25.2% | +1.3% |
| All | -31.3% | +39.3% | -70.6% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling