+16.3%
BABA vs AFL
+470.9%
-454.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -2.9% |
| 7D | +2.4% | +2.1% | +0.3% | +1.7% |
| 30D | -7.8% | +10.6% | -18.3% | -10.7% |
| 3M | -22.4% | +4.4% | -26.7% | -23.6% |
| 6M | -26.0% | +13.1% | -39.1% | -29.3% |
| YTD | -29.3% | +16.6% | -45.9% | -33.2% |
| 1Y | -37.5% | +13.8% | -51.3% | -40.6% |
| 3Y | +31.9% | +65.7% | -33.7% | +8.7% |
| 5Y | -33.4% | +153.1% | -186.6% | -53.0% |
| 10Y | +15.7% | +335.9% | -320.2% | -36.8% |
| All | +16.3% | +470.9% | -454.7% | -48.0% |
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