-23.8%
BABA vs BROS
+43.3%
-67.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +1.2% |
| 7D | -4.8% | -6.7% | +1.9% | -3.9% |
| 30D | -11.9% | -29.1% | +17.2% | -8.3% |
| 3M | -9.3% | -16.7% | +7.4% | -7.9% |
| 6M | -14.2% | -11.6% | -2.6% | -14.0% |
| YTD | -22.0% | -23.9% | +1.9% | -20.4% |
| 1Y | -12.7% | -34.8% | +22.1% | -9.4% |
| 3Y | +26.7% | +62.1% | -35.4% | +8.1% |
| All | -23.8% | +43.3% | -67.1% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling