-12.0%
BABA vs AAOX
-93.0%
+81.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.6% | -11.3% | +0.9% |
| 7D | +11.6% | -52.9% | +64.5% | +13.9% |
| 30D | +2.3% | -86.9% | +89.2% | +9.0% |
| 3M | -13.7% | -89.6% | +76.0% | -8.5% |
| 6M | -21.9% | -97.3% | +75.4% | -14.7% |
| All | -12.0% | -93.0% | +81.0% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling