+23.9%
BABA vs BG
+61.0%
-37.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +11.6% | +2.5% | +9.1% | +11.1% |
| 30D | +2.3% | -6.1% | +8.4% | +3.5% |
| 3M | -13.7% | -8.5% | -5.2% | -12.3% |
| 6M | -21.9% | -20.4% | -1.5% | -18.5% |
| YTD | -24.6% | +13.3% | -37.9% | -27.3% |
| 1Y | -34.1% | +7.3% | -41.4% | -35.7% |
| 3Y | +36.3% | +2.6% | +33.7% | +32.3% |
| 5Y | -26.7% | +22.0% | -48.7% | -32.4% |
| 10Y | +19.2% | +91.8% | -72.5% | -5.5% |
| All | +23.9% | +61.0% | -37.1% | -1.6% |
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