+274.4%
BAC vs BABA
+25.5%
+249.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -1.2% | +11.6% | -12.8% | -3.1% |
| 30D | -7.7% | +2.3% | -10.0% | -8.1% |
| 3M | -21.2% | -13.7% | -7.5% | -19.4% |
| 6M | -6.8% | -21.9% | +15.1% | -3.5% |
| YTD | -8.7% | -24.6% | +15.9% | -5.3% |
| 1Y | -5.3% | -34.1% | +28.8% | +0.5% |
| 3Y | +87.4% | +36.3% | +51.2% | +66.8% |
| 5Y | +18.9% | -26.7% | +45.6% | +15.0% |
| 10Y | +273.3% | +19.2% | +254.1% | +195.7% |
| All | +274.4% | +25.5% | +249.0% | +179.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling