+28.2%
BABA vs BP
+87.8%
-59.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -4.8% | +3.9% | -8.7% | -5.9% |
| 30D | -11.9% | +7.6% | -19.5% | -13.9% |
| 3M | -9.3% | +0.7% | -10.0% | -9.8% |
| 6M | -14.2% | +15.5% | -29.7% | -19.0% |
| YTD | -22.0% | +30.8% | -52.9% | -29.4% |
| 1Y | -12.7% | +34.3% | -47.0% | -21.9% |
| 3Y | +26.7% | +35.1% | -8.4% | +12.0% |
| 5Y | -29.3% | +126.8% | -156.2% | -46.9% |
| 10Y | +21.2% | +123.4% | -102.1% | -10.9% |
| All | +28.2% | +87.8% | -59.7% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling