+16.7%
BABA vs BTG
+147.2%
-130.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.5% | -3.1% |
| 7D | -2.2% | +2.4% | -4.6% | -2.5% |
| 30D | -17.3% | +9.5% | -26.8% | -18.5% |
| 3M | -7.8% | +38.5% | -46.3% | -12.6% |
| 6M | -16.8% | +5.6% | -22.4% | -18.3% |
| YTD | -24.7% | +23.9% | -48.6% | -27.9% |
| 1Y | -24.9% | +32.1% | -57.1% | -29.1% |
| 3Y | +29.1% | +103.2% | -74.1% | +13.5% |
| 5Y | -30.5% | +79.7% | -110.2% | -38.2% |
| 10Y | +16.7% | +159.1% | -142.4% | +0.3% |
| All | +16.7% | +147.2% | -130.5% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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