+217.6%
BAC vs BABA
+8.5%
+209.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.2% | -13.8% | +17.0% | +5.7% |
| 30D | -0.7% | -15.1% | +14.4% | +1.8% |
| 3M | -20.0% | -22.7% | +2.8% | -16.8% |
| 6M | +3.4% | -34.7% | +38.1% | +10.1% |
| YTD | -5.7% | -35.0% | +29.3% | -0.2% |
| 1Y | -1.4% | -40.4% | +39.0% | +5.8% |
| 3Y | +97.9% | +21.9% | +76.0% | +80.0% |
| 5Y | +22.9% | -39.9% | +62.8% | +24.7% |
| All | +217.6% | +8.5% | +209.2% | +182.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling