+35.4%
BABA vs AA
+67.3%
-32.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.8% | -9.5% | -5.1% |
| 7D | +3.8% | +4.8% | -1.0% | +2.5% |
| 30D | -5.4% | -0.6% | -4.7% | -5.4% |
| 3M | -17.9% | -16.3% | -1.7% | -14.9% |
| 6M | -24.1% | -33.4% | +9.3% | -17.1% |
| YTD | -27.4% | -20.7% | -6.8% | -25.6% |
| 1Y | -36.1% | +12.9% | -49.0% | -41.1% |
| 3Y | +35.4% | +75.7% | -40.4% | +4.2% |
| All | +35.4% | +67.3% | -32.0% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling