-19.5%
BABA vs BTI
+3.8%
-23.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -0.2% | -1.4% | +1.2% | -0.1% |
| 30D | -12.3% | -7.0% | -5.2% | -12.0% |
| 3M | -5.3% | -6.3% | +1.0% | -5.4% |
| 6M | -13.1% | -2.0% | -11.1% | -13.3% |
| YTD | -22.4% | +0.2% | -22.6% | -22.7% |
| 1Y | -19.5% | +3.8% | -23.3% | -13.5% |
| All | -19.5% | +3.8% | -23.3% | -13.5% |
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