-1.5%
BAC vs BABA
-34.7%
+33.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.9% | -0.9% | +3.7% |
| 7D | +1.5% | +4.3% | -2.8% | +1.3% |
| 30D | -4.4% | -5.0% | +0.6% | -4.2% |
| 3M | -17.5% | -18.4% | +0.9% | -16.9% |
| 6M | -0.1% | -20.3% | +20.2% | +1.6% |
| YTD | -4.6% | -27.5% | +22.9% | -3.2% |
| 1Y | -1.5% | -35.3% | +33.8% | -0.4% |
| All | -1.5% | -34.7% | +33.1% | -0.4% |
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