+16.7%
BABA vs BG
+160.3%
-143.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -2.2% | +0.5% | -2.7% | -2.3% |
| 30D | -17.3% | +10.3% | -27.6% | -19.1% |
| 3M | -7.8% | -1.9% | -5.9% | -7.6% |
| 6M | -16.8% | +5.2% | -22.0% | -18.2% |
| YTD | -24.7% | +41.2% | -65.8% | -30.5% |
| 1Y | -24.9% | +50.5% | -75.5% | -31.9% |
| 3Y | +29.1% | +19.9% | +9.2% | +21.1% |
| 5Y | -30.5% | +86.7% | -117.2% | -41.2% |
| 10Y | +16.7% | +167.5% | -150.8% | -13.0% |
| All | +16.7% | +160.3% | -143.6% | -13.0% |
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