-28.3%
BABA vs BND
-1.4%
-26.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +11.6% | 0.0% | +11.6% | +11.6% |
| 30D | +2.3% | +2.3% | 0.0% | +0.5% |
| 3M | -13.7% | -0.2% | -13.5% | -13.6% |
| 6M | -21.9% | -1.0% | -20.9% | -21.3% |
| YTD | -24.6% | -0.4% | -24.3% | -24.4% |
| 1Y | -34.1% | -0.1% | -34.0% | -34.0% |
| 3Y | +36.3% | +15.1% | +21.1% | +21.2% |
| All | -28.3% | -1.4% | -26.9% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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