-29.9%
BABA vs BG
+84.8%
-114.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.6% |
| 7D | -0.2% | +2.4% | -2.5% | -0.8% |
| 30D | -12.3% | +15.0% | -27.3% | -15.2% |
| 3M | -5.3% | -0.7% | -4.6% | -5.5% |
| 6M | -13.1% | +7.5% | -20.6% | -15.2% |
| YTD | -22.4% | +41.6% | -64.0% | -29.4% |
| 1Y | -19.5% | +50.7% | -70.1% | -28.0% |
| 3Y | +32.9% | +20.3% | +12.7% | +22.1% |
| 5Y | -29.9% | +85.2% | -115.1% | -46.3% |
| All | -29.9% | +84.8% | -114.6% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling