+17.1%
BABA vs AG
+89.9%
-72.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.0% |
| 7D | +11.6% | +6.3% | +5.3% | +10.7% |
| 30D | +2.3% | -8.9% | +11.2% | +3.4% |
| 3M | -13.7% | -12.2% | -1.5% | -12.7% |
| 6M | -21.9% | -28.3% | +6.4% | -19.5% |
| YTD | -24.6% | -8.8% | -15.8% | -25.6% |
| 1Y | -34.1% | +39.4% | -73.5% | -38.7% |
| 3Y | +36.3% | +229.4% | -193.2% | +10.1% |
| 5Y | -26.7% | +14.5% | -41.3% | -36.0% |
| All | +17.1% | +89.9% | -72.9% | -3.8% |
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