+16.3%
BABA vs BX
+574.8%
-558.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.1% |
| 7D | +2.4% | +3.7% | -1.3% | +0.9% |
| 30D | -7.8% | +8.2% | -16.0% | -10.8% |
| 3M | -22.4% | -12.7% | -9.7% | -19.2% |
| 6M | -26.0% | +1.0% | -26.9% | -27.5% |
| YTD | -29.3% | -17.2% | -12.1% | -25.9% |
| 1Y | -37.5% | -11.6% | -25.9% | -36.4% |
| 3Y | +31.9% | +36.8% | -4.8% | +7.1% |
| 5Y | -33.4% | +4.8% | -38.2% | -42.5% |
| 10Y | +15.7% | +672.8% | -657.1% | -57.4% |
| All | +16.3% | +574.8% | -558.5% | -57.7% |
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