+11.7%
BABA vs AG
+76.0%
-64.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +0.3% |
| 7D | -13.8% | -10.0% | -3.8% | -12.6% |
| 30D | -15.1% | -10.5% | -4.6% | -14.0% |
| 3M | -22.7% | -27.3% | +4.5% | -19.9% |
| 6M | -34.7% | -43.0% | +8.3% | -30.5% |
| YTD | -35.0% | -17.9% | -17.1% | -35.0% |
| 1Y | -40.4% | +11.9% | -52.3% | -43.0% |
| 3Y | +21.9% | +201.8% | -179.9% | -0.8% |
| 5Y | -39.9% | -0.1% | -39.8% | -46.8% |
| All | +11.7% | +76.0% | -64.3% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling