+36.3%
BABA vs BTG
+78.1%
-41.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +0.8% |
| 7D | +11.6% | +17.4% | -5.8% | +8.2% |
| 30D | +2.3% | +8.0% | -5.7% | +0.6% |
| 3M | -13.7% | +32.5% | -46.2% | -19.2% |
| 6M | -21.9% | +21.6% | -43.5% | -26.0% |
| YTD | -24.6% | +21.2% | -45.9% | -29.2% |
| 1Y | -34.1% | +43.9% | -78.0% | -40.4% |
| 3Y | +36.3% | +78.6% | -42.3% | +10.0% |
| All | +36.3% | +78.1% | -41.8% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling