+30.0%
BABA vs BRO
-7.4%
+37.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -2.9% | -8.6% | +5.7% | -3.1% |
| 30D | -15.1% | -6.9% | -8.2% | -15.2% |
| 3M | -5.0% | +10.5% | -15.5% | -4.8% |
| 6M | -19.9% | -2.8% | -17.2% | -19.4% |
| YTD | -25.3% | -16.1% | -9.1% | -24.2% |
| 1Y | -23.9% | -27.6% | +3.7% | -21.6% |
| All | +30.0% | -7.4% | +37.5% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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