+23.9%
BABA vs AFL
+459.3%
-435.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.8% |
| 7D | +11.6% | +0.1% | +11.5% | +11.6% |
| 30D | +2.3% | +10.0% | -7.8% | -0.9% |
| 3M | -13.7% | -1.6% | -12.1% | -13.4% |
| 6M | -21.9% | +10.5% | -32.4% | -24.8% |
| YTD | -24.6% | +14.3% | -38.9% | -28.3% |
| 1Y | -34.1% | +11.4% | -45.5% | -36.9% |
| 3Y | +36.3% | +62.4% | -26.2% | +13.0% |
| 5Y | -26.7% | +144.8% | -171.5% | -47.7% |
| 10Y | +19.2% | +356.2% | -337.0% | -37.2% |
| All | +23.9% | +459.3% | -435.4% | -44.2% |
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