-24.9%
BABA vs BTG
+29.1%
-54.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.5% | -3.2% |
| 7D | -2.2% | +2.4% | -4.6% | -2.6% |
| 30D | -17.3% | +9.5% | -26.8% | -18.8% |
| 3M | -7.8% | +38.5% | -46.3% | -14.0% |
| 6M | -16.8% | +5.6% | -22.4% | -18.1% |
| YTD | -24.7% | +23.9% | -48.6% | -28.5% |
| 1Y | -24.9% | +32.1% | -57.1% | -24.0% |
| All | -24.9% | +29.1% | -54.0% | -24.0% |
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