+911.5%
BE vs BABA
-36.9%
+948.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +6.8% |
| 7D | +20.0% | -4.8% | +24.7% | +22.3% |
| 30D | +7.9% | -11.9% | +19.8% | +12.7% |
| 3M | -13.2% | -9.3% | -3.9% | -10.9% |
| 6M | +53.5% | -14.2% | +67.7% | +60.3% |
| YTD | +191.0% | -22.0% | +213.1% | +215.7% |
| 1Y | +360.5% | -12.7% | +373.2% | +373.4% |
| 3Y | +1,568.0% | +26.7% | +1,541.4% | +1,247.4% |
| 5Y | +1,055.2% | -29.3% | +1,084.5% | +1,063.8% |
| All | +911.5% | -36.9% | +948.3% | +927.8% |
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 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