+23.9%
BABA vs BN
+321.0%
-297.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.7% |
| 7D | +11.6% | +5.3% | +6.3% | +8.8% |
| 30D | +2.3% | +11.9% | -9.6% | -3.2% |
| 3M | -13.7% | -5.7% | -8.0% | -11.6% |
| 6M | -21.9% | -10.6% | -11.3% | -18.3% |
| YTD | -24.6% | -9.4% | -15.3% | -22.1% |
| 1Y | -34.1% | -8.8% | -25.3% | -32.3% |
| 3Y | +36.3% | +95.6% | -59.4% | -6.1% |
| 5Y | -26.7% | +30.2% | -56.9% | -39.8% |
| 10Y | +19.2% | +277.0% | -257.8% | -43.8% |
| All | +23.9% | +321.0% | -297.1% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling