+33.7%
BABA vs BTDR
+0.5%
+33.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.7% | +1.0% |
| 7D | -4.8% | +20.0% | -24.7% | -5.9% |
| 30D | -11.9% | +11.9% | -23.8% | -12.9% |
| 3M | -9.3% | -36.9% | +27.7% | -7.4% |
| 6M | -14.2% | +56.5% | -70.8% | -18.1% |
| YTD | -22.0% | +10.4% | -32.5% | -24.2% |
| 1Y | -12.7% | +3.1% | -15.8% | -15.2% |
| All | +33.7% | +0.5% | +33.3% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling