+19.2%
BABA vs BURL
+539.4%
-520.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.7% | -2.8% | +3.3% |
| 7D | +4.3% | +10.4% | -6.1% | +2.1% |
| 30D | -5.0% | -4.9% | 0.0% | -4.0% |
| 3M | -18.4% | -29.8% | +11.4% | -12.3% |
| 6M | -20.3% | -16.5% | -3.8% | -17.8% |
| YTD | -27.5% | -10.5% | -17.0% | -26.6% |
| 1Y | -35.3% | -5.3% | -30.0% | -35.7% |
| 3Y | +31.2% | +95.1% | -63.9% | +7.1% |
| 5Y | -32.1% | -12.1% | -20.0% | -36.5% |
| 10Y | +14.7% | +273.2% | -258.5% | -29.1% |
| All | +19.2% | +539.4% | -520.2% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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