+16.0%
BABA vs BN
+281.2%
-265.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | -3.6% | -2.4% | -1.2% | -2.7% |
| 30D | -8.4% | +13.5% | -21.9% | -13.9% |
| 3M | -20.6% | -5.9% | -14.7% | -18.7% |
| 6M | -25.4% | -8.9% | -16.5% | -22.7% |
| YTD | -30.1% | -7.9% | -22.2% | -28.3% |
| 1Y | -36.3% | -8.3% | -28.0% | -34.8% |
| 3Y | +30.4% | +100.8% | -70.4% | -11.1% |
| 5Y | -35.7% | +38.2% | -73.9% | -48.7% |
| 10Y | +16.0% | +302.3% | -286.3% | -47.0% |
| All | +16.0% | +281.2% | -265.2% | -47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling