-36.3%
BABA vs BP
+27.8%
-64.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.0% |
| 7D | -3.6% | -0.8% | -2.8% | -3.7% |
| 30D | -8.4% | -3.1% | -5.2% | -8.8% |
| 3M | -20.6% | +6.2% | -26.7% | -20.5% |
| 6M | -25.4% | +4.8% | -30.2% | -25.6% |
| YTD | -30.1% | +35.2% | -65.3% | -34.9% |
| 1Y | -36.3% | +27.4% | -63.7% | -40.5% |
| All | -36.3% | +27.8% | -64.1% | -40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling