+22.3%
BABA vs AG
+72.7%
-50.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.9% | +3.0% |
| 7D | +8.6% | -2.9% | +11.4% | +8.9% |
| 30D | -1.1% | -15.1% | +14.0% | +0.5% |
| 3M | -15.9% | -15.4% | -0.5% | -14.8% |
| 6M | -17.5% | -21.9% | +4.4% | -16.2% |
| YTD | -25.6% | -10.4% | -15.1% | -26.1% |
| 1Y | -33.8% | +39.8% | -73.7% | -37.4% |
| 3Y | +34.6% | +209.5% | -174.9% | +14.9% |
| 5Y | -27.7% | +12.5% | -40.2% | -34.7% |
| 10Y | +17.7% | +79.5% | -61.8% | +1.9% |
| All | +22.3% | +72.7% | -50.4% | +6.2% |
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 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