-40.7%
BABA vs BTDR
-39.9%
-0.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +13.3% | -12.0% | +0.6% |
| 7D | +11.6% | -10.4% | +22.0% | +12.0% |
| 30D | +2.3% | -42.2% | +44.5% | +5.0% |
| 3M | -13.7% | -42.8% | +29.1% | -11.8% |
| 6M | -21.9% | -60.2% | +38.3% | -19.2% |
| YTD | -24.6% | -46.3% | +21.7% | -23.8% |
| 1Y | -34.1% | -71.7% | +37.6% | -31.7% |
| 3Y | +36.3% | +54.6% | -18.4% | +32.5% |
| 5Y | -26.7% | -39.5% | +12.8% | -25.6% |
| All | -40.7% | -39.9% | -0.8% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling