+28.2%
BABA vs AA
+38.0%
-9.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.8% |
| 7D | -4.8% | -0.7% | -4.1% | -4.6% |
| 30D | -11.9% | +5.0% | -16.9% | -13.2% |
| 3M | -9.3% | -35.8% | +26.6% | -0.2% |
| 6M | -14.2% | -18.4% | +4.1% | -11.6% |
| YTD | -22.0% | -5.5% | -16.6% | -22.9% |
| 1Y | -12.7% | +61.0% | -73.7% | -24.6% |
| 3Y | +26.7% | +66.2% | -39.6% | +4.1% |
| 5Y | -29.3% | +11.4% | -40.7% | -38.6% |
| 10Y | +21.2% | +116.9% | -95.6% | -16.1% |
| All | +28.2% | +38.0% | -9.8% | -6.8% |
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