+28.2%
BABA vs BTI
+96.4%
-68.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | -4.8% | -1.4% | -3.4% | -4.4% |
| 30D | -11.9% | -6.6% | -5.3% | -10.1% |
| 3M | -9.3% | -3.0% | -6.3% | -9.0% |
| 6M | -14.2% | -6.7% | -7.6% | -13.1% |
| YTD | -22.0% | +0.6% | -22.6% | -22.9% |
| 1Y | -12.7% | +5.6% | -18.3% | -15.3% |
| 3Y | +26.7% | +110.3% | -83.7% | -3.9% |
| 5Y | -29.3% | +114.3% | -143.6% | -46.7% |
| 10Y | +21.2% | +67.7% | -46.4% | -5.1% |
| All | +28.2% | +96.4% | -68.2% | -7.0% |
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