+251.7%
BAC vs BABA
+15.0%
+236.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.7% | +6.0% | +2.9% |
| 7D | +2.0% | +3.8% | -1.8% | +1.3% |
| 30D | -6.9% | -5.4% | -1.6% | -6.2% |
| 3M | -19.6% | -17.9% | -1.6% | -17.2% |
| 6M | -0.5% | -24.1% | +23.6% | +3.3% |
| YTD | -6.6% | -27.4% | +20.8% | -2.8% |
| 1Y | -3.0% | -36.1% | +33.1% | +3.0% |
| 3Y | +97.3% | +35.4% | +61.9% | +76.9% |
| 5Y | +21.9% | -30.1% | +52.0% | +20.1% |
| 10Y | +251.7% | +15.8% | +235.8% | +224.8% |
| All | +251.7% | +15.0% | +236.7% | +224.8% |
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