+15.7%
BABA vs BN
+280.2%
-264.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -1.9% |
| 7D | +2.4% | +4.3% | -2.0% | +0.2% |
| 30D | -7.8% | +14.3% | -22.1% | -13.6% |
| 3M | -22.4% | -4.1% | -18.3% | -21.3% |
| 6M | -26.0% | -9.7% | -16.3% | -23.1% |
| YTD | -29.3% | -7.1% | -22.1% | -27.8% |
| 1Y | -37.5% | -7.4% | -30.1% | -36.3% |
| 3Y | +31.9% | +102.3% | -70.4% | -10.4% |
| 5Y | -33.4% | +35.9% | -69.4% | -46.6% |
| 10Y | +15.7% | +289.2% | -273.5% | -45.8% |
| All | +15.7% | +280.2% | -264.5% | -45.8% |
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