+27.1%
BABA vs BP
+33.2%
-6.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -4.8% | +3.9% | -8.7% | -5.8% |
| 30D | -11.9% | +7.6% | -19.5% | -13.7% |
| 3M | -9.3% | +0.7% | -10.0% | -9.7% |
| 6M | -14.2% | +15.5% | -29.7% | -20.0% |
| YTD | -22.0% | +30.8% | -52.9% | -31.4% |
| 1Y | -12.7% | +34.3% | -47.0% | -24.5% |
| All | +27.1% | +33.2% | -6.1% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling