-40.4%
BABA vs BTG
+17.5%
-57.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -13.8% | -9.1% | -4.7% | -12.2% |
| 30D | -15.1% | -1.6% | -13.5% | -15.0% |
| 3M | -22.7% | -2.8% | -19.9% | -22.8% |
| 6M | -34.7% | -7.6% | -27.1% | -33.2% |
| YTD | -35.0% | +10.2% | -45.3% | -38.4% |
| 1Y | -40.4% | +21.3% | -61.7% | -45.3% |
| All | -40.4% | +17.5% | -57.9% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling