-28.3%
BABA vs BP
+103.6%
-131.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +11.6% | -11.6% | +23.3% | +15.7% |
| 30D | +2.3% | 0.0% | +2.2% | +1.6% |
| 3M | -13.7% | +6.7% | -20.4% | -16.4% |
| 6M | -21.9% | +2.2% | -24.1% | -23.6% |
| YTD | -24.6% | +33.0% | -57.6% | -34.6% |
| 1Y | -34.1% | +30.7% | -64.8% | -42.6% |
| 3Y | +36.3% | +44.2% | -7.9% | +11.9% |
| All | -28.3% | +103.6% | -131.9% | -50.9% |
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 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