-29.9%
BABA vs BX
+26.0%
-55.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -0.2% | -2.0% | +1.8% | +0.5% |
| 30D | -12.3% | -2.3% | -10.0% | -11.9% |
| 3M | -5.3% | +18.5% | -23.8% | -11.5% |
| 6M | -13.1% | +23.7% | -36.8% | -20.6% |
| YTD | -22.4% | -10.4% | -12.1% | -20.6% |
| 1Y | -19.5% | -19.6% | +0.1% | -14.6% |
| 3Y | +32.9% | +30.8% | +2.1% | +9.1% |
| 5Y | -29.9% | +24.3% | -54.2% | -46.6% |
| All | -29.9% | +26.0% | -55.9% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling