+6.8%
BABA vs BKR
+36.7%
-29.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.1% | -5.9% | -6.8% |
| 7D | -12.7% | +6.3% | -18.9% | -13.7% |
| 30D | -14.9% | -13.0% | -1.8% | -12.9% |
| 3M | -24.6% | -23.6% | -1.0% | -20.9% |
| 6M | -29.3% | -24.5% | -4.9% | -25.7% |
| YTD | -35.0% | +9.0% | -44.0% | -36.9% |
| 1Y | -39.7% | +4.4% | -44.1% | -41.0% |
| 3Y | +21.2% | +51.4% | -30.2% | +8.6% |
| 5Y | -39.9% | +124.4% | -164.3% | -50.9% |
| 10Y | +7.8% | +54.6% | -46.8% | -14.4% |
| All | +6.8% | +36.7% | -29.9% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling