+28.2%
BABA vs BLK
+346.9%
-318.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | -4.8% | -3.6% | -1.1% | -3.0% |
| 30D | -11.9% | -1.0% | -10.9% | -11.7% |
| 3M | -9.3% | +10.4% | -19.6% | -14.2% |
| 6M | -14.2% | +8.2% | -22.4% | -18.5% |
| YTD | -22.0% | +6.0% | -28.1% | -25.2% |
| 1Y | -12.7% | +3.3% | -16.1% | -15.3% |
| 3Y | +26.7% | +70.3% | -43.6% | -7.3% |
| 5Y | -29.3% | +34.5% | -63.8% | -42.7% |
| 10Y | +21.2% | +281.9% | -260.7% | -46.7% |
| All | +28.2% | +346.9% | -318.7% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling