-30.1%
BABA vs AG
+16.5%
-46.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.7% | -8.4% | -4.6% |
| 7D | +3.8% | +10.8% | -7.0% | +1.7% |
| 30D | -5.4% | -8.2% | +2.8% | -4.1% |
| 3M | -17.9% | -13.7% | -4.3% | -16.3% |
| 6M | -24.1% | -27.3% | +3.2% | -20.8% |
| YTD | -27.4% | -4.6% | -22.9% | -30.2% |
| 1Y | -36.1% | +39.4% | -75.4% | -43.8% |
| 3Y | +35.4% | +244.1% | -208.7% | -11.5% |
| 5Y | -30.1% | +16.8% | -46.9% | -33.8% |
| All | -30.1% | +16.5% | -46.6% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling