+28.2%
BABA vs BG
+92.8%
-64.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -4.8% | +2.8% | -7.6% | -5.4% |
| 30D | -11.9% | +12.0% | -23.9% | -14.0% |
| 3M | -9.3% | -7.7% | -1.6% | -7.9% |
| 6M | -14.2% | +4.5% | -18.7% | -15.5% |
| YTD | -22.0% | +35.7% | -57.7% | -27.4% |
| 1Y | -12.7% | +50.1% | -62.8% | -20.6% |
| 3Y | +26.7% | +12.6% | +14.0% | +20.6% |
| 5Y | -29.3% | +75.4% | -104.8% | -39.3% |
| 10Y | +21.2% | +150.5% | -129.2% | -8.8% |
| All | +28.2% | +92.8% | -64.7% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling