-33.4%
BABA vs BN
+34.7%
-68.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -1.8% |
| 7D | +2.4% | +4.3% | -2.0% | -0.2% |
| 30D | -7.8% | +14.3% | -22.1% | -14.7% |
| 3M | -22.4% | -4.1% | -18.3% | -21.0% |
| 6M | -26.0% | -9.7% | -16.3% | -22.5% |
| YTD | -29.3% | -7.1% | -22.1% | -27.6% |
| 1Y | -37.5% | -7.4% | -30.1% | -36.2% |
| 3Y | +31.9% | +102.3% | -70.4% | -22.9% |
| 5Y | -33.4% | +35.9% | -69.4% | -49.3% |
| All | -33.4% | +34.7% | -68.1% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling