+11.7%
BABA vs BR
+277.7%
-266.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -13.8% | +1.1% | -14.8% | -14.1% |
| 30D | -15.1% | +14.4% | -29.5% | -19.7% |
| 3M | -22.7% | +12.4% | -35.2% | -26.7% |
| 6M | -34.7% | +35.4% | -70.1% | -43.1% |
| YTD | -35.0% | -12.2% | -22.9% | -32.1% |
| 1Y | -40.4% | -12.7% | -27.7% | -37.6% |
| 3Y | +21.9% | +14.3% | +7.7% | +9.5% |
| 5Y | -39.9% | +19.3% | -59.2% | -48.5% |
| All | +11.7% | +277.7% | -266.0% | -43.3% |
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