-3.4%
BAC vs BABA
-36.6%
+33.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.7% | +6.0% | +2.5% |
| 7D | +2.0% | +3.8% | -1.8% | +1.7% |
| 30D | -6.9% | -5.4% | -1.6% | -6.8% |
| 3M | -19.6% | -17.9% | -1.6% | -19.0% |
| 6M | -0.5% | -24.1% | +23.6% | +1.6% |
| YTD | -6.6% | -27.4% | +20.8% | -5.3% |
| All | -3.4% | -36.6% | +33.2% | -2.5% |
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