+2.1%
AAL vs BABA
-14.2%
+16.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | 0.0% | +1.1% |
| 7D | -3.7% | -4.8% | +1.0% | -3.2% |
| 30D | -20.8% | -11.9% | -8.9% | -19.8% |
| 3M | -1.3% | -9.3% | +8.0% | +0.6% |
| 6M | +5.4% | -14.2% | +19.6% | +8.0% |
| YTD | -14.4% | -22.0% | +7.7% | -10.9% |
| 1Y | +2.1% | -12.7% | +14.8% | +5.1% |
| All | +2.1% | -14.2% | +16.3% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling