-15.2%
BABA vs AAOX
-92.4%
+77.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +8.9% | -12.7% | -4.0% |
| 7D | +3.8% | -35.9% | +39.7% | +4.8% |
| 30D | -5.4% | -81.6% | +76.2% | -0.4% |
| 3M | -17.9% | -90.3% | +72.4% | -12.7% |
| 6M | -24.1% | -95.7% | +71.6% | -18.5% |
| All | -15.2% | -92.4% | +77.1% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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