+387.2%
BE vs BABA
-28.1%
+415.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +4.0% | -17.5% | -14.8% |
| 7D | -14.7% | +11.6% | -26.4% | -18.2% |
| 30D | -40.5% | +2.3% | -42.8% | -41.2% |
| 3M | -24.3% | -13.7% | -10.6% | -21.5% |
| 6M | -39.3% | -21.9% | -17.4% | -35.1% |
| YTD | +99.4% | -24.6% | +124.0% | +114.9% |
| 1Y | +26.6% | -34.1% | +60.7% | +42.5% |
| 3Y | +1,616.9% | +36.3% | +1,580.7% | +1,292.8% |
| All | +387.2% | -28.1% | +415.3% | +380.4% |
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