-29.8%
BABA vs BRO
+17.6%
-47.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -3.5% | -7.3% | +3.8% | -2.1% |
| 30D | -12.7% | -6.9% | -5.9% | -11.6% |
| 3M | -3.0% | +10.7% | -13.7% | -5.5% |
| 6M | -19.1% | -2.7% | -16.4% | -18.9% |
| YTD | -24.7% | -16.3% | -8.4% | -21.8% |
| 1Y | -29.0% | -29.1% | 0.0% | -22.7% |
| 3Y | +30.9% | -7.8% | +38.8% | +24.8% |
| All | -29.8% | +17.6% | -47.4% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling