-48.8%
BABA vs BTDR
-38.7%
-10.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -12.8% | +5.7% | -6.4% |
| 7D | -12.7% | +15.4% | -28.1% | -13.4% |
| 30D | -14.9% | -33.4% | +18.6% | -13.3% |
| 3M | -24.6% | -32.0% | +7.4% | -23.6% |
| 6M | -29.3% | -52.2% | +22.9% | -27.6% |
| YTD | -35.0% | -45.3% | +10.3% | -34.4% |
| 1Y | -39.7% | -56.0% | +16.3% | -38.7% |
| 3Y | +21.2% | +54.4% | -33.2% | +17.7% |
| 5Y | -39.9% | -38.5% | -1.4% | -39.0% |
| All | -48.8% | -38.7% | -10.1% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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