+14.4%
BABA vs BKR
+126.6%
-112.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.7% | +5.9% | +0.6% |
| 7D | -2.9% | -6.7% | +3.8% | -1.6% |
| 30D | -15.1% | -8.3% | -6.7% | -13.6% |
| 3M | -5.0% | -5.4% | +0.4% | -4.1% |
| 6M | -19.9% | +0.8% | -20.7% | -20.5% |
| YTD | -25.3% | +31.8% | -57.1% | -29.9% |
| 1Y | -23.9% | +28.6% | -52.5% | -28.4% |
| 3Y | +28.1% | +71.2% | -43.1% | +12.1% |
| 5Y | -31.4% | +179.2% | -210.6% | -46.4% |
| All | +14.4% | +126.6% | -112.1% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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