+15.8%
BABA vs BN
+289.4%
-273.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.8% | -7.6% | -5.5% |
| 7D | +3.8% | +3.6% | +0.2% | +1.9% |
| 30D | -5.4% | +15.9% | -21.2% | -12.0% |
| 3M | -17.9% | -2.3% | -15.6% | -17.5% |
| 6M | -24.1% | -8.4% | -15.6% | -21.6% |
| YTD | -27.4% | -5.9% | -21.6% | -26.4% |
| 1Y | -36.1% | -5.6% | -30.5% | -35.5% |
| 3Y | +35.4% | +104.2% | -68.9% | -8.5% |
| 5Y | -30.1% | +35.5% | -65.6% | -43.9% |
| 10Y | +15.8% | +285.2% | -269.4% | -45.9% |
| All | +15.8% | +289.4% | -273.5% | -45.9% |
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