-37.5%
BABA vs AA
+4.5%
-42.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | -1.9% |
| 7D | +2.4% | +1.2% | +1.1% | +2.1% |
| 30D | -7.8% | -5.0% | -2.8% | -7.2% |
| 3M | -22.4% | -22.2% | -0.2% | -19.8% |
| 6M | -26.0% | -36.3% | +10.3% | -20.3% |
| YTD | -29.3% | -24.2% | -5.1% | -27.4% |
| 1Y | -37.5% | +3.9% | -41.4% | -38.2% |
| All | -37.5% | +4.5% | -42.1% | -38.2% |
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