-28.3%
BABA vs BLDR
-8.6%
-19.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +2.2% |
| 7D | +11.6% | -3.7% | +15.3% | +12.3% |
| 30D | +2.3% | +16.8% | -14.5% | -1.6% |
| 3M | -13.7% | -13.7% | +0.1% | -11.7% |
| 6M | -21.9% | -21.9% | -0.1% | -19.3% |
| YTD | -24.6% | -39.2% | +14.6% | -18.0% |
| 1Y | -34.1% | -42.6% | +8.5% | -27.5% |
| 3Y | +36.3% | -50.2% | +86.5% | +43.1% |
| All | -28.3% | -8.6% | -19.6% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 5y: compounded portfolio wealth divided by compounded BLDR 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…
5y analysis · Full analysis span regression · 6 months rolling