-19.5%
BABA vs AFL
+10.6%
-30.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.7% |
| 7D | -0.2% | -0.7% | +0.6% | -0.3% |
| 30D | -12.3% | -7.1% | -5.1% | -13.2% |
| 3M | -5.3% | +0.4% | -5.7% | -5.8% |
| 6M | -13.1% | +4.5% | -17.6% | -14.3% |
| YTD | -22.4% | +6.1% | -28.5% | -23.0% |
| 1Y | -19.5% | +10.6% | -30.0% | -19.3% |
| All | -19.5% | +10.6% | -30.1% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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