+1,314.2%
AAOI vs BABA
-29.4%
+1,343.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | -0.2% | -3.5% | +3.3% | +1.2% |
| 30D | -23.7% | -12.7% | -11.0% | -19.9% |
| 3M | -39.0% | -3.0% | -36.0% | -38.6% |
| 6M | -17.0% | -19.1% | +2.0% | -10.2% |
| YTD | +202.2% | -24.7% | +227.0% | +233.2% |
| 1Y | +292.4% | -29.0% | +321.4% | +345.1% |
| 3Y | +804.4% | +30.9% | +773.4% | +694.8% |
| All | +1,314.2% | -29.4% | +1,343.6% | +1,477.1% |
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 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