+19.3%
BABA vs BR
+459.0%
-439.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -4.2% |
| 7D | +3.8% | +4.4% | -0.6% | +1.9% |
| 30D | -5.4% | +16.3% | -21.6% | -11.5% |
| 3M | -17.9% | +16.2% | -34.2% | -23.6% |
| 6M | -24.1% | +30.3% | -54.4% | -33.4% |
| YTD | -27.4% | -12.2% | -15.2% | -24.1% |
| 1Y | -36.1% | -11.3% | -24.8% | -33.6% |
| 3Y | +35.4% | +15.2% | +20.1% | +20.2% |
| 5Y | -30.1% | +18.0% | -48.1% | -40.1% |
| 10Y | +15.8% | +268.7% | -252.8% | -50.0% |
| All | +19.3% | +459.0% | -439.8% | -61.2% |
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 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