-35.2%
AAL vs BABA
-40.0%
+4.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.1% | -13.8% | +13.7% | +3.4% |
| 30D | +11.7% | -15.1% | +26.8% | +16.0% |
| 3M | -12.5% | -22.7% | +10.2% | -7.5% |
| 6M | +3.6% | -34.7% | +38.3% | +13.6% |
| YTD | -14.1% | -35.0% | +20.9% | -6.3% |
| 1Y | +0.8% | -40.4% | +41.2% | +12.1% |
| 3Y | +11.8% | +21.9% | -10.1% | -1.0% |
| All | -35.2% | -40.0% | +4.8% | -28.0% |
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