-12.7%
BABA vs AA
+63.2%
-75.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.7% |
| 7D | -4.8% | -0.7% | -4.1% | -4.6% |
| 30D | -11.9% | +5.0% | -16.9% | -13.1% |
| 3M | -9.3% | -35.8% | +26.6% | +0.3% |
| 6M | -14.2% | -18.4% | +4.1% | -11.5% |
| YTD | -22.0% | -5.5% | -16.6% | -23.4% |
| 1Y | -12.7% | +61.0% | -73.7% | -26.7% |
| All | -12.7% | +63.2% | -75.9% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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