-35.3%
BABA vs BTI
+24.7%
-60.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.4% | +1.5% | +4.6% |
| 7D | +4.3% | +5.3% | -1.0% | +3.9% |
| 30D | -5.0% | +19.1% | -24.1% | -6.3% |
| 3M | -18.4% | +6.5% | -24.9% | -18.8% |
| 6M | -20.3% | +9.4% | -29.7% | -21.1% |
| YTD | -27.5% | +14.4% | -41.9% | -29.5% |
| 1Y | -35.3% | +23.9% | -59.2% | -35.1% |
| All | -35.3% | +24.7% | -60.0% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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