+593.0%
BE vs BABA
-39.0%
+631.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +4.0% | -17.5% | -15.1% |
| 7D | -14.7% | +11.6% | -26.4% | -18.9% |
| 30D | -40.5% | +2.3% | -42.8% | -41.3% |
| 3M | -24.3% | -13.7% | -10.6% | -20.9% |
| 6M | -39.3% | -21.9% | -17.4% | -34.4% |
| YTD | +99.4% | -24.6% | +124.0% | +117.6% |
| 1Y | +26.6% | -34.1% | +60.7% | +45.5% |
| 3Y | +1,616.9% | +36.3% | +1,580.7% | +1,223.9% |
| 5Y | +441.4% | -26.7% | +468.1% | +431.7% |
| All | +593.0% | -39.0% | +631.9% | +608.2% |
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 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