-19.5%
BABA vs BR
-30.9%
+11.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.6% |
| 7D | -0.2% | -5.9% | +5.8% | -0.4% |
| 30D | -12.3% | +1.9% | -14.2% | -12.3% |
| 3M | -5.3% | +14.7% | -20.0% | -4.9% |
| 6M | -13.1% | -12.8% | -0.3% | -15.9% |
| YTD | -22.4% | -23.0% | +0.6% | -24.2% |
| 1Y | -19.5% | -31.7% | +12.2% | -15.1% |
| All | -19.5% | -30.9% | +11.4% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling