+19.3%
BABA vs BG
+64.4%
-45.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -4.2% |
| 7D | +3.8% | +7.4% | -3.6% | +2.3% |
| 30D | -5.4% | -1.5% | -3.9% | -5.2% |
| 3M | -17.9% | -6.1% | -11.9% | -17.1% |
| 6M | -24.1% | -18.0% | -6.1% | -21.3% |
| YTD | -27.4% | +15.6% | -43.1% | -30.3% |
| 1Y | -36.1% | +9.6% | -45.6% | -37.9% |
| 3Y | +35.4% | +6.3% | +29.1% | +30.5% |
| 5Y | -30.1% | +24.6% | -54.7% | -35.8% |
| 10Y | +15.8% | +98.1% | -82.3% | -8.8% |
| All | +19.3% | +64.4% | -45.1% | -5.7% |
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