-4.7%
BAC vs BABA
-40.8%
+36.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.1% | +6.7% | 0.0% |
| 7D | +1.5% | -12.7% | +14.2% | +2.1% |
| 30D | -6.4% | -14.9% | +8.5% | -5.7% |
| 3M | -21.7% | -24.6% | +3.0% | -20.8% |
| 6M | +0.5% | -29.3% | +29.8% | +2.8% |
| YTD | -6.7% | -35.0% | +28.3% | -4.9% |
| 1Y | -4.7% | -39.7% | +35.0% | -2.9% |
| All | -4.7% | -40.8% | +36.2% | -2.9% |
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