-38.6%
BABA vs BTDR
+23.8%
-62.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.7% | +1.1% |
| 7D | -4.8% | +20.0% | -24.7% | -5.7% |
| 30D | -11.9% | +11.9% | -23.8% | -12.8% |
| 3M | -9.3% | -36.9% | +27.7% | -7.7% |
| 6M | -14.2% | +56.5% | -70.8% | -17.5% |
| YTD | -22.0% | +10.4% | -32.5% | -23.8% |
| 1Y | -12.7% | +3.1% | -15.8% | -14.8% |
| 3Y | +26.7% | -2.6% | +29.2% | +19.7% |
| 5Y | -29.3% | +25.2% | -54.5% | -30.7% |
| All | -38.6% | +23.8% | -62.4% | -39.6% |
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