+15.7%
BABA vs BP
+124.7%
-109.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +2.4% | -6.3% | +8.7% | +4.1% |
| 30D | -7.8% | -3.6% | -4.2% | -7.2% |
| 3M | -22.4% | +5.2% | -27.6% | -24.1% |
| 6M | -26.0% | +5.3% | -31.3% | -28.0% |
| YTD | -29.3% | +33.1% | -62.4% | -36.7% |
| 1Y | -37.5% | +26.3% | -63.8% | -43.2% |
| 3Y | +31.9% | +47.5% | -15.6% | +13.2% |
| 5Y | -33.4% | +106.2% | -139.6% | -48.6% |
| 10Y | +15.7% | +127.0% | -111.3% | -4.9% |
| All | +15.7% | +124.7% | -109.0% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling