-35.3%
BABA vs BLK
+17.9%
-53.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.4% | -0.5% | +2.8% |
| 7D | +4.3% | +5.7% | -1.5% | +2.1% |
| 30D | -5.0% | +14.8% | -19.8% | -9.7% |
| 3M | -18.4% | +8.8% | -27.2% | -21.2% |
| 6M | -20.3% | +17.6% | -37.9% | -25.6% |
| YTD | -27.5% | +16.3% | -43.8% | -31.7% |
| 1Y | -35.3% | +18.0% | -53.3% | -38.7% |
| All | -35.3% | +17.9% | -53.2% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling