+11.7%
BABA vs AG
+80.4%
-68.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.3% | -1.8% | -6.4% |
| 7D | -12.7% | -6.0% | -6.6% | -12.0% |
| 30D | -14.9% | -14.3% | -0.5% | -13.3% |
| 3M | -24.6% | -26.9% | +2.3% | -21.9% |
| 6M | -29.3% | -42.1% | +12.8% | -25.0% |
| YTD | -35.0% | -15.9% | -19.2% | -35.2% |
| 1Y | -39.7% | +11.5% | -51.2% | -42.3% |
| 3Y | +21.2% | +208.0% | -186.8% | -1.7% |
| 5Y | -39.9% | +2.4% | -42.3% | -47.0% |
| All | +11.7% | +80.4% | -68.7% | -7.8% |
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