+11.7%
BABA vs BUD
-3.2%
+14.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.8% | -7.0% |
| 7D | -12.7% | -1.6% | -11.1% | -12.2% |
| 30D | -14.9% | +6.7% | -21.5% | -17.0% |
| 3M | -24.6% | +5.9% | -30.5% | -26.5% |
| 6M | -29.3% | +5.1% | -34.4% | -31.1% |
| YTD | -35.0% | +32.9% | -67.9% | -42.4% |
| 1Y | -39.7% | +31.8% | -71.5% | -46.4% |
| 3Y | +21.2% | +47.4% | -26.2% | +1.4% |
| 5Y | -39.9% | +50.8% | -90.7% | -50.4% |
| All | +11.7% | -3.2% | +14.9% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling