+16.7%
BABA vs BR
+183.7%
-167.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.5% |
| 7D | -0.2% | -5.9% | +5.8% | +2.3% |
| 30D | -12.3% | +1.9% | -14.2% | -13.2% |
| 3M | -5.3% | +14.7% | -20.0% | -11.2% |
| 6M | -13.1% | -12.8% | -0.3% | -8.7% |
| YTD | -22.4% | -23.0% | +0.6% | -14.2% |
| 1Y | -19.5% | -31.7% | +12.2% | -5.9% |
| 3Y | +32.9% | -4.8% | +37.7% | +29.4% |
| 5Y | -29.9% | +7.8% | -37.7% | -37.6% |
| 10Y | +16.7% | +184.1% | -167.3% | -35.5% |
| All | +16.7% | +183.7% | -167.0% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling