-36.3%
BABA vs AG
+23.1%
-59.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -1.0% |
| 7D | -3.6% | -4.0% | +0.4% | -3.1% |
| 30D | -8.4% | -13.1% | +4.7% | -7.0% |
| 3M | -20.6% | -22.0% | +1.4% | -18.6% |
| 6M | -25.4% | -37.3% | +11.9% | -21.3% |
| YTD | -30.1% | -11.2% | -18.9% | -28.3% |
| 1Y | -36.3% | +23.9% | -60.2% | -36.9% |
| All | -36.3% | +23.1% | -59.4% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling