+33.7%
BABA vs BR
-1.3%
+35.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.6% | +1.8% |
| 7D | -4.8% | -5.3% | +0.5% | -4.0% |
| 30D | -11.9% | +6.4% | -18.3% | -12.9% |
| 3M | -9.3% | +13.6% | -22.9% | -11.4% |
| 6M | -14.2% | -6.7% | -7.5% | -13.0% |
| YTD | -22.0% | -21.1% | -0.9% | -17.1% |
| 1Y | -12.7% | -29.6% | +16.8% | -3.8% |
| All | +33.7% | -1.3% | +35.0% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling