+15.7%
BABA vs BG
+95.6%
-79.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.2% |
| 7D | +2.4% | +5.0% | -2.6% | +1.3% |
| 30D | -7.8% | -3.2% | -4.5% | -7.2% |
| 3M | -22.4% | -11.2% | -11.2% | -20.6% |
| 6M | -26.0% | -19.4% | -6.5% | -23.0% |
| YTD | -29.3% | +13.6% | -42.9% | -31.9% |
| 1Y | -37.5% | +7.3% | -44.8% | -39.1% |
| 3Y | +31.9% | +3.8% | +28.1% | +27.6% |
| 5Y | -33.4% | +23.2% | -56.6% | -38.8% |
| 10Y | +15.7% | +97.9% | -82.2% | -7.4% |
| All | +15.7% | +95.6% | -79.9% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling