-40.4%
BABA vs BNS
+40.7%
-81.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -13.8% | +0.9% | -14.7% | -14.0% |
| 30D | -15.1% | +2.8% | -17.9% | -16.2% |
| 3M | -22.7% | +3.0% | -25.7% | -23.7% |
| 6M | -34.7% | +23.3% | -57.9% | -43.6% |
| YTD | -35.0% | +29.3% | -64.4% | -46.5% |
| 1Y | -40.4% | +41.7% | -82.1% | -48.9% |
| All | -40.4% | +40.7% | -81.1% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling