-39.8%
BABA vs AA
-17.9%
-21.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | -13.8% | +0.5% | -14.3% | -14.0% |
| 30D | -15.1% | -0.6% | -14.5% | -15.2% |
| 3M | -22.7% | -19.7% | -3.1% | -18.1% |
| 6M | -34.7% | -41.6% | +6.9% | -24.5% |
| YTD | -35.0% | -24.6% | -10.4% | -32.1% |
| 1Y | -40.4% | +4.9% | -45.3% | -44.4% |
| 3Y | +21.9% | +66.8% | -44.9% | -10.4% |
| All | -39.8% | -17.9% | -21.8% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling