+15.7%
BABA vs AG
+64.1%
-48.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.9% | +3.3% | -1.8% |
| 7D | +2.4% | +6.0% | -3.6% | +1.5% |
| 30D | -7.8% | -13.5% | +5.8% | -6.2% |
| 3M | -22.4% | -20.7% | -1.7% | -20.4% |
| 6M | -26.0% | -31.5% | +5.6% | -23.3% |
| YTD | -29.3% | -10.1% | -19.1% | -30.1% |
| 1Y | -37.5% | +26.0% | -63.5% | -41.1% |
| 3Y | +31.9% | +228.9% | -197.0% | +6.2% |
| 5Y | -33.4% | +8.7% | -42.1% | -41.8% |
| 10Y | +15.7% | +71.9% | -56.2% | -5.2% |
| All | +15.7% | +64.1% | -48.4% | -5.2% |
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