+28.2%
BABA vs AG
+143.2%
-115.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +1.5% |
| 7D | -4.8% | +1.0% | -5.8% | -4.9% |
| 30D | -11.9% | +19.2% | -31.1% | -13.6% |
| 3M | -9.3% | +6.2% | -15.4% | -10.4% |
| 6M | -14.2% | -26.7% | +12.4% | -12.4% |
| YTD | -22.0% | +26.1% | -48.2% | -25.1% |
| 1Y | -12.7% | +131.7% | -144.4% | -21.8% |
| 3Y | +26.7% | +255.3% | -228.7% | +6.1% |
| 5Y | -29.3% | +61.9% | -91.3% | -38.5% |
| 10Y | +21.2% | +72.0% | -50.8% | +2.4% |
| All | +28.2% | +143.2% | -115.0% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling