+15.7%
BABA vs BTG
+144.7%
-129.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.5% | +4.0% | -1.6% |
| 7D | +2.4% | +13.0% | -10.6% | +0.5% |
| 30D | -7.8% | +1.1% | -8.9% | -8.1% |
| 3M | -22.4% | +5.3% | -27.7% | -23.3% |
| 6M | -26.0% | +1.1% | -27.0% | -26.9% |
| YTD | -29.3% | +19.2% | -48.5% | -32.2% |
| 1Y | -37.5% | +31.5% | -69.0% | -41.0% |
| 3Y | +31.9% | +94.3% | -62.4% | +16.0% |
| 5Y | -33.4% | +41.8% | -75.2% | -40.2% |
| 10Y | +15.7% | +162.9% | -147.2% | -1.7% |
| All | +15.7% | +144.7% | -129.0% | -1.7% |
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