-39.7%
BABA vs AFL
+13.5%
-53.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.6% | -7.1% |
| 7D | -12.7% | +0.2% | -12.9% | -12.6% |
| 30D | -14.9% | +8.6% | -23.5% | -13.4% |
| 3M | -24.6% | +5.3% | -30.0% | -23.8% |
| 6M | -29.3% | +10.0% | -39.4% | -28.3% |
| YTD | -35.0% | +16.5% | -51.6% | -33.7% |
| 1Y | -39.7% | +12.7% | -52.4% | -40.5% |
| All | -39.7% | +13.5% | -53.2% | -40.5% |
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