+23.9%
BABA vs BX
+558.1%
-534.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.4% |
| 7D | +11.6% | +1.8% | +9.8% | +10.8% |
| 30D | +2.3% | +7.9% | -5.6% | -0.9% |
| 3M | -13.7% | -9.6% | -4.1% | -11.2% |
| 6M | -21.9% | -2.3% | -19.6% | -22.5% |
| YTD | -24.6% | -19.3% | -5.4% | -20.3% |
| 1Y | -34.1% | -13.2% | -20.9% | -32.4% |
| 3Y | +36.3% | +33.8% | +2.5% | +11.5% |
| 5Y | -26.7% | 0.0% | -26.7% | -35.7% |
| 10Y | +19.2% | +685.4% | -666.2% | -56.3% |
| All | +23.9% | +558.1% | -534.2% | -54.5% |
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