+11.7%
BABA vs BG
+111.0%
-99.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.3% |
| 7D | -13.8% | +2.6% | -16.3% | -14.2% |
| 30D | -15.1% | -6.7% | -8.4% | -13.9% |
| 3M | -22.7% | -9.3% | -13.5% | -21.4% |
| 6M | -34.7% | -18.3% | -16.3% | -32.2% |
| YTD | -35.0% | +16.2% | -51.2% | -37.7% |
| 1Y | -40.4% | +7.6% | -48.0% | -42.0% |
| 3Y | +21.9% | +6.6% | +15.4% | +17.2% |
| 5Y | -39.9% | +22.2% | -62.1% | -44.7% |
| All | +11.7% | +111.0% | -99.3% | -10.7% |
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