-39.8%
BABA vs BP
+113.6%
-153.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -13.8% | +3.8% | -17.6% | -14.8% |
| 30D | -15.1% | -5.3% | -9.8% | -14.0% |
| 3M | -22.7% | +9.3% | -32.0% | -25.7% |
| 6M | -34.7% | +7.2% | -41.9% | -37.0% |
| YTD | -35.0% | +38.0% | -73.1% | -44.3% |
| 1Y | -40.4% | +33.2% | -73.6% | -48.3% |
| 3Y | +21.9% | +50.3% | -28.4% | -1.3% |
| All | -39.8% | +113.6% | -153.4% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling