+71.4%
BAC vs BABA
-30.9%
+102.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.2% |
| 7D | +1.1% | -4.8% | +5.9% | +1.6% |
| 30D | -0.4% | -11.9% | +11.5% | +0.9% |
| 3M | +16.9% | -9.3% | +26.2% | +17.9% |
| 6M | +26.6% | -14.2% | +40.9% | +28.2% |
| YTD | +15.8% | -22.0% | +37.8% | +18.3% |
| 1Y | +27.2% | -12.7% | +39.9% | +27.7% |
| 3Y | +132.4% | +26.7% | +105.8% | +118.5% |
| All | +71.4% | -30.9% | +102.4% | +75.0% |
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 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