+100.9%
AAOI vs BABA
-34.7%
+135.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.9% | -12.3% | -10.2% |
| 7D | -27.9% | +4.3% | -32.2% | -29.9% |
| 30D | -51.2% | -5.0% | -46.3% | -49.7% |
| 3M | -55.0% | -18.4% | -36.6% | -49.5% |
| 6M | -65.7% | -20.3% | -45.5% | -60.1% |
| YTD | +70.0% | -27.5% | +97.5% | +101.2% |
| 1Y | +100.9% | -35.3% | +136.2% | +156.8% |
| All | +100.9% | -34.7% | +135.6% | +156.8% |
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 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