+28.2%
BABA vs BN
+309.3%
-281.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -4.8% | -2.5% | -2.3% | -3.7% |
| 30D | -11.9% | -9.5% | -2.4% | -7.8% |
| 3M | -9.3% | -10.4% | +1.1% | -4.8% |
| 6M | -14.2% | -6.4% | -7.9% | -12.2% |
| YTD | -22.0% | -11.9% | -10.2% | -18.1% |
| 1Y | -12.7% | -8.6% | -4.1% | -10.3% |
| 3Y | +26.7% | +77.6% | -50.9% | -8.8% |
| 5Y | -29.3% | +37.0% | -66.4% | -43.0% |
| 10Y | +21.2% | +266.4% | -245.1% | -41.9% |
| All | +28.2% | +309.3% | -281.2% | -45.2% |
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