+701.6%
BE vs BABA
-41.3%
+742.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.9% | -11.3% | -8.3% |
| 7D | -12.1% | +4.3% | -16.4% | -13.8% |
| 30D | -30.1% | -5.0% | -25.1% | -28.8% |
| 3M | -12.1% | -18.4% | +6.2% | -5.9% |
| 6M | -30.6% | -20.3% | -10.3% | -25.6% |
| YTD | +130.6% | -27.5% | +158.1% | +156.3% |
| 1Y | +55.3% | -35.3% | +90.6% | +80.3% |
| 3Y | +1,755.6% | +31.2% | +1,724.4% | +1,356.5% |
| 5Y | +564.5% | -32.1% | +596.6% | +577.9% |
| All | +701.6% | -41.3% | +742.9% | +734.2% |
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