+18.0%
BAC vs BABA
-28.1%
+46.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -1.2% | +11.6% | -12.8% | -2.4% |
| 30D | -7.7% | +2.3% | -10.0% | -7.9% |
| 3M | -21.2% | -13.7% | -7.5% | -20.0% |
| 6M | -6.8% | -21.9% | +15.1% | -4.6% |
| YTD | -8.7% | -24.6% | +15.9% | -6.5% |
| 1Y | -5.3% | -34.1% | +28.8% | -1.5% |
| 3Y | +87.4% | +36.3% | +51.2% | +74.1% |
| All | +18.0% | -28.1% | +46.1% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling