-31.3%
BABA vs BUD
+46.3%
-77.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -4.8% | +0.3% | -5.0% | -4.9% |
| 30D | -11.9% | -5.7% | -6.2% | -9.4% |
| 3M | -9.3% | +3.1% | -12.4% | -11.3% |
| 6M | -14.2% | +7.9% | -22.1% | -18.5% |
| YTD | -22.0% | +27.3% | -49.4% | -32.5% |
| 1Y | -12.7% | +37.8% | -50.5% | -28.0% |
| 3Y | +26.7% | +49.8% | -23.2% | -5.1% |
| All | -31.3% | +46.3% | -77.6% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling