-31.4%
BABA vs BNY
+250.1%
-281.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.9% | -1.1% | -1.8% | -2.4% |
| 30D | -15.1% | +1.4% | -16.5% | -15.8% |
| 3M | -5.0% | +16.8% | -21.9% | -12.8% |
| 6M | -19.9% | +42.0% | -61.9% | -33.8% |
| YTD | -25.3% | +41.9% | -67.2% | -38.2% |
| 1Y | -23.9% | +59.2% | -83.1% | -41.0% |
| 3Y | +28.1% | +290.9% | -262.8% | -43.3% |
| 5Y | -31.4% | +259.0% | -290.4% | -68.5% |
| All | -31.4% | +250.1% | -281.5% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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