+6.8%
BABA vs BLK
+389.5%
-382.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -13.8% | +3.7% | -17.5% | -15.4% |
| 30D | -15.1% | +13.9% | -29.0% | -20.8% |
| 3M | -22.7% | +3.9% | -26.7% | -24.6% |
| 6M | -34.7% | +13.0% | -47.7% | -39.2% |
| YTD | -35.0% | +16.1% | -51.2% | -40.6% |
| 1Y | -40.4% | +16.8% | -57.2% | -45.8% |
| 3Y | +21.9% | +97.7% | -75.7% | -17.4% |
| 5Y | -39.9% | +42.1% | -82.0% | -52.7% |
| 10Y | +7.9% | +321.3% | -313.4% | -55.0% |
| All | +6.8% | +389.5% | -382.6% | -60.9% |
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