+28.2%
BABA vs BX
+642.7%
-614.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.7% |
| 7D | -4.8% | -4.4% | -0.4% | -3.2% |
| 30D | -11.9% | +0.1% | -12.0% | -12.3% |
| 3M | -9.3% | +16.0% | -25.3% | -14.8% |
| 6M | -14.2% | +21.6% | -35.9% | -21.5% |
| YTD | -22.0% | -8.9% | -13.1% | -20.7% |
| 1Y | -12.7% | -16.6% | +3.9% | -8.7% |
| 3Y | +26.7% | +43.3% | -16.7% | +1.5% |
| 5Y | -29.3% | +25.7% | -55.0% | -43.1% |
| 10Y | +21.2% | +689.5% | -668.3% | -55.5% |
| All | +28.2% | +642.7% | -614.5% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling