+16.7%
BABA vs BX
+655.5%
-638.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -1.6% |
| 7D | -2.2% | -5.7% | +3.5% | -0.1% |
| 30D | -17.3% | -8.9% | -8.4% | -14.8% |
| 3M | -7.8% | +8.4% | -16.2% | -11.2% |
| 6M | -16.8% | +18.9% | -35.7% | -23.1% |
| YTD | -24.7% | -13.6% | -11.0% | -21.9% |
| 1Y | -24.9% | -22.4% | -2.5% | -19.4% |
| 3Y | +29.1% | +26.0% | +3.1% | +8.5% |
| 5Y | -30.5% | +18.8% | -49.3% | -43.2% |
| 10Y | +16.7% | +668.7% | -652.1% | -54.9% |
| All | +16.7% | +655.5% | -638.8% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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