+26.5%
BAC vs BABA
-14.2%
+40.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | +0.6% | -4.8% | +5.3% | +0.9% |
| 30D | -0.9% | -11.9% | +11.0% | -0.2% |
| 3M | +16.3% | -9.3% | +25.6% | +17.5% |
| 6M | +26.0% | -14.2% | +40.2% | +27.3% |
| YTD | +15.2% | -22.0% | +37.2% | +17.1% |
| 1Y | +26.5% | -12.7% | +39.2% | +28.7% |
| All | +26.5% | -14.2% | +40.7% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 1y: compounded portfolio wealth divided by compounded BABA 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…
1y analysis · Full analysis span regression · 6 months rolling