+22.3%
BABA vs AA
+6.4%
+15.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.3% | +8.0% | +3.9% |
| 7D | +8.6% | -3.7% | +12.3% | +9.5% |
| 30D | -1.1% | -10.8% | +9.7% | +1.5% |
| 3M | -15.9% | -19.1% | +3.2% | -12.2% |
| 6M | -17.5% | -38.7% | +21.2% | -8.8% |
| YTD | -25.6% | -27.1% | +1.5% | -22.0% |
| 1Y | -33.8% | +8.3% | -42.2% | -37.2% |
| 3Y | +34.6% | +49.6% | -14.9% | +13.6% |
| 5Y | -27.7% | -15.5% | -12.2% | -32.6% |
| 10Y | +17.7% | +60.9% | -43.2% | -12.8% |
| All | +22.3% | +6.4% | +15.9% | -5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling