+483.7%
AAOI vs BABA
+29.8%
+453.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.9% | +4.6% |
| 7D | -0.7% | -4.8% | +4.1% | +1.3% |
| 30D | -17.9% | -11.9% | -6.0% | -13.8% |
| 3M | -48.0% | -9.3% | -38.7% | -46.1% |
| 6M | +5.8% | -14.2% | +20.1% | +13.0% |
| YTD | +202.7% | -22.0% | +224.8% | +232.7% |
| 1Y | +352.5% | -12.7% | +365.2% | +376.5% |
| 3Y | +657.0% | +26.7% | +630.4% | +547.4% |
| 5Y | +1,267.0% | -29.3% | +1,296.3% | +1,310.4% |
| 10Y | +502.7% | +21.2% | +481.4% | +330.4% |
| All | +483.7% | +29.8% | +453.9% | +297.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling