+7.7%
AAL vs BABA
-34.7%
+42.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.9% | +1.4% | +5.6% |
| 7D | +8.3% | +4.3% | +4.1% | +7.7% |
| 30D | +6.2% | -5.0% | +11.2% | +6.7% |
| 3M | -17.7% | -18.4% | +0.7% | -16.0% |
| 6M | +15.4% | -20.3% | +35.7% | +20.6% |
| YTD | -11.1% | -27.5% | +16.4% | -5.8% |
| 1Y | +7.7% | -35.3% | +43.1% | +13.5% |
| All | +7.7% | -34.7% | +42.4% | +13.5% |
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