-29.1%
BABA vs BROS
+10.8%
-39.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.6% | -10.4% | -4.5% |
| 7D | +3.8% | -17.9% | +21.7% | +5.8% |
| 30D | -5.4% | -5.4% | 0.0% | -5.3% |
| 3M | -17.9% | -32.1% | +14.1% | -14.5% |
| 6M | -24.1% | -31.7% | +7.6% | -21.7% |
| YTD | -27.4% | -41.2% | +13.7% | -24.0% |
| 1Y | -36.1% | -32.6% | -3.5% | -34.5% |
| 3Y | +35.4% | +32.7% | +2.7% | +17.5% |
| 5Y | -30.1% | -44.2% | +14.1% | -37.0% |
| All | -29.1% | +10.8% | -39.9% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling