+36.3%
BABA vs AFL
+60.8%
-24.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.4% |
| 7D | +11.6% | +0.1% | +11.5% | +11.6% |
| 30D | +2.3% | +10.0% | -7.8% | +1.3% |
| 3M | -13.7% | -1.6% | -12.1% | -13.5% |
| 6M | -21.9% | +10.5% | -32.4% | -23.0% |
| YTD | -24.6% | +14.3% | -38.9% | -26.2% |
| 1Y | -34.1% | +11.4% | -45.5% | -35.2% |
| 3Y | +36.3% | +62.4% | -26.2% | +35.6% |
| All | +36.3% | +60.8% | -24.5% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling