+27.5%
BABA vs BRO
+361.4%
-333.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.9% |
| 7D | -0.2% | -5.4% | +5.2% | +1.5% |
| 30D | -12.3% | -4.3% | -7.9% | -11.2% |
| 3M | -5.3% | +17.8% | -23.1% | -10.9% |
| 6M | -13.1% | -6.8% | -6.3% | -12.0% |
| YTD | -22.4% | -13.8% | -8.6% | -19.6% |
| 1Y | -19.5% | -27.8% | +8.3% | -11.2% |
| 3Y | +32.9% | -4.7% | +37.6% | +26.9% |
| 5Y | -29.9% | +20.6% | -50.5% | -41.4% |
| 10Y | +16.7% | +293.7% | -277.0% | -50.9% |
| All | +27.5% | +361.4% | -333.9% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling