+14.4%
BABA vs BLK
+277.4%
-262.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | -2.9% | -5.2% | +2.3% | -0.3% |
| 30D | -15.1% | -7.0% | -8.0% | -12.2% |
| 3M | -5.0% | +5.7% | -10.7% | -8.1% |
| 6M | -19.9% | +11.0% | -31.0% | -24.6% |
| YTD | -25.3% | +0.9% | -26.1% | -26.4% |
| 1Y | -23.9% | -1.6% | -22.3% | -24.2% |
| 3Y | +28.1% | +64.5% | -36.4% | -3.7% |
| 5Y | -31.4% | +30.9% | -62.2% | -43.4% |
| All | +14.4% | +277.4% | -262.9% | -38.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling