+1,076.1%
BE vs BABA
-30.9%
+1,107.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +6.9% |
| 7D | +20.0% | -4.8% | +24.7% | +22.0% |
| 30D | +7.9% | -11.9% | +19.8% | +12.0% |
| 3M | -13.2% | -9.3% | -3.9% | -11.2% |
| 6M | +53.5% | -14.2% | +67.7% | +59.4% |
| YTD | +191.0% | -22.0% | +213.1% | +212.2% |
| 1Y | +360.5% | -12.7% | +373.2% | +373.1% |
| 3Y | +1,568.0% | +26.7% | +1,541.4% | +1,306.8% |
| All | +1,076.1% | -30.9% | +1,107.0% | +1,240.8% |
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