-26.3%
BABA vs BROS
+3.9%
-30.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.6% |
| 7D | +11.6% | -21.2% | +32.9% | +14.4% |
| 30D | +2.3% | -11.6% | +13.8% | +3.2% |
| 3M | -13.7% | -36.7% | +23.0% | -9.3% |
| 6M | -21.9% | -42.8% | +20.9% | -17.5% |
| YTD | -24.6% | -44.8% | +20.2% | -20.4% |
| 1Y | -34.1% | -36.5% | +2.4% | -32.0% |
| 3Y | +36.3% | +27.0% | +9.3% | +18.8% |
| 5Y | -26.7% | -50.3% | +23.6% | -33.6% |
| All | -26.3% | +3.9% | -30.2% | -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