-28.3%
BABA vs BTI
+155.8%
-184.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.7% | +2.2% |
| 7D | +11.6% | -1.0% | +12.7% | +11.9% |
| 30D | +2.3% | +13.0% | -10.7% | -1.1% |
| 3M | -13.7% | +5.3% | -19.0% | -15.1% |
| 6M | -21.9% | +5.3% | -27.2% | -23.6% |
| YTD | -24.6% | +12.4% | -37.0% | -28.0% |
| 1Y | -34.1% | +18.9% | -53.0% | -38.3% |
| 3Y | +36.3% | +144.0% | -107.8% | -7.0% |
| All | -28.3% | +155.8% | -184.1% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling