+32.9%
BABA vs BLK
+69.2%
-36.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.3% |
| 7D | -0.2% | -2.4% | +2.2% | +0.8% |
| 30D | -12.3% | -3.1% | -9.2% | -11.3% |
| 3M | -5.3% | +10.7% | -16.0% | -9.8% |
| 6M | -13.1% | +15.9% | -29.0% | -19.1% |
| YTD | -22.4% | +4.0% | -26.5% | -24.4% |
| 1Y | -19.5% | +1.3% | -20.7% | -20.6% |
| 3Y | +32.9% | +69.6% | -36.6% | +4.7% |
| All | +32.9% | +69.2% | -36.2% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling