+23.9%
BABA vs BTG
+222.8%
-199.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +1.0% |
| 7D | +11.6% | +17.4% | -5.8% | +10.0% |
| 30D | +2.3% | +8.0% | -5.7% | +1.5% |
| 3M | -13.7% | +32.5% | -46.2% | -16.3% |
| 6M | -21.9% | +21.6% | -43.5% | -23.8% |
| YTD | -24.6% | +21.2% | -45.9% | -26.7% |
| 1Y | -34.1% | +43.9% | -78.0% | -36.8% |
| 3Y | +36.3% | +78.6% | -42.3% | +27.0% |
| 5Y | -26.7% | +48.8% | -75.5% | -31.5% |
| 10Y | +19.2% | +136.8% | -117.6% | +11.3% |
| All | +23.9% | +222.8% | -199.0% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling