-12.7%
BABA vs BN
-6.5%
-6.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -4.8% | -2.5% | -2.3% | -3.9% |
| 30D | -11.9% | -9.5% | -2.4% | -8.7% |
| 3M | -9.3% | -10.4% | +1.1% | -5.7% |
| 6M | -14.2% | -6.4% | -7.9% | -13.2% |
| YTD | -22.0% | -11.9% | -10.2% | -19.3% |
| 1Y | -12.7% | -8.6% | -4.1% | -11.4% |
| All | -12.7% | -6.5% | -6.2% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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