-39.8%
BABA vs BTI
+153.9%
-193.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.4% |
| 7D | -13.8% | +1.6% | -15.4% | -14.1% |
| 30D | -15.1% | +9.2% | -24.3% | -17.2% |
| 3M | -22.7% | +9.6% | -32.4% | -24.7% |
| 6M | -34.7% | -2.4% | -32.2% | -34.4% |
| YTD | -35.0% | +14.2% | -49.3% | -38.2% |
| 1Y | -40.4% | +20.3% | -60.7% | -44.3% |
| 3Y | +21.9% | +147.4% | -125.5% | -17.0% |
| All | -39.8% | +153.9% | -193.7% | -59.5% |
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 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