+23.9%
BABA vs BR
+453.4%
-429.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.1% |
| 7D | +11.6% | +6.5% | +5.2% | +8.7% |
| 30D | +2.3% | +18.9% | -16.6% | -5.3% |
| 3M | -13.7% | +16.3% | -30.0% | -19.6% |
| 6M | -21.9% | +26.2% | -48.1% | -30.5% |
| YTD | -24.6% | -13.1% | -11.5% | -20.9% |
| 1Y | -34.1% | -10.5% | -23.6% | -31.9% |
| 3Y | +36.3% | +13.3% | +22.9% | +22.0% |
| 5Y | -26.7% | +19.9% | -46.6% | -37.7% |
| 10Y | +19.2% | +254.2% | -235.0% | -47.4% |
| All | +23.9% | +453.4% | -429.5% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling