+28.2%
BABA vs AFL
+428.4%
-400.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -4.8% | +0.6% | -5.4% | -4.9% |
| 30D | -11.9% | -6.2% | -5.7% | -10.2% |
| 3M | -9.3% | +2.2% | -11.4% | -10.2% |
| 6M | -14.2% | +5.3% | -19.5% | -16.1% |
| YTD | -22.0% | +8.0% | -30.0% | -24.4% |
| 1Y | -12.7% | +10.2% | -22.9% | -16.2% |
| 3Y | +26.7% | +67.1% | -40.4% | +3.8% |
| 5Y | -29.3% | +135.6% | -164.9% | -48.9% |
| 10Y | +21.2% | +299.4% | -278.1% | -31.6% |
| All | +28.2% | +428.4% | -400.2% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling