+22.3%
BABA vs BN
+324.8%
-302.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.7% | +4.1% |
| 7D | +8.6% | +5.7% | +2.8% | +5.7% |
| 30D | -1.1% | +12.0% | -13.1% | -6.4% |
| 3M | -15.9% | -6.1% | -9.8% | -13.7% |
| 6M | -17.5% | -8.6% | -8.9% | -14.6% |
| YTD | -25.6% | -8.5% | -17.1% | -23.4% |
| 1Y | -33.8% | -8.4% | -25.4% | -32.1% |
| 3Y | +34.6% | +92.3% | -57.6% | -6.4% |
| 5Y | -27.7% | +31.3% | -59.0% | -40.8% |
| 10Y | +17.7% | +280.5% | -262.8% | -44.7% |
| All | +22.3% | +324.8% | -302.5% | -48.7% |
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