+23.9%
BABA vs BTI
+119.5%
-95.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.7% | +2.3% |
| 7D | +11.6% | -1.0% | +12.7% | +12.0% |
| 30D | +2.3% | +13.0% | -10.7% | -1.5% |
| 3M | -13.7% | +5.3% | -19.0% | -15.2% |
| 6M | -21.9% | +5.3% | -27.2% | -23.8% |
| YTD | -24.6% | +12.4% | -37.0% | -28.1% |
| 1Y | -34.1% | +18.9% | -53.0% | -38.3% |
| 3Y | +36.3% | +144.0% | -107.8% | -1.4% |
| 5Y | -26.7% | +156.3% | -183.0% | -47.7% |
| 10Y | +19.2% | +115.3% | -96.0% | -15.7% |
| All | +23.9% | +119.5% | -95.6% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling