-28.3%
BABA vs BR
+19.3%
-47.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.0% |
| 7D | +11.6% | +6.5% | +5.2% | +9.1% |
| 30D | +2.3% | +18.9% | -16.6% | -4.4% |
| 3M | -13.7% | +16.3% | -30.0% | -18.9% |
| 6M | -21.9% | +26.2% | -48.1% | -29.6% |
| YTD | -24.6% | -13.1% | -11.5% | -19.6% |
| 1Y | -34.1% | -10.5% | -23.6% | -30.9% |
| 3Y | +36.3% | +13.3% | +22.9% | +19.3% |
| All | -28.3% | +19.3% | -47.6% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling