-40.8%
AAL vs BABA
-28.1%
-12.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.7% | +1.6% |
| 7D | +4.6% | +11.6% | -7.0% | +1.9% |
| 30D | +2.6% | +2.3% | +0.3% | +1.9% |
| 3M | -17.8% | -13.7% | -4.1% | -15.3% |
| 6M | +1.9% | -21.9% | +23.8% | +7.0% |
| YTD | -14.0% | -24.6% | +10.6% | -9.4% |
| 1Y | +0.2% | -34.1% | +34.3% | +8.9% |
| 3Y | +13.0% | +36.3% | -23.2% | -2.2% |
| All | -40.8% | -28.1% | -12.7% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling