-37.5%
BABA vs BNS
+42.9%
-80.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -2.3% |
| 7D | +2.4% | -1.1% | +3.5% | +2.5% |
| 30D | -7.8% | +4.7% | -12.5% | -9.6% |
| 3M | -22.4% | +5.5% | -27.9% | -24.3% |
| 6M | -26.0% | +21.7% | -47.7% | -35.2% |
| YTD | -29.3% | +29.5% | -58.7% | -41.5% |
| 1Y | -37.5% | +41.9% | -79.4% | -46.2% |
| All | -37.5% | +42.9% | -80.4% | -46.2% |
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