-20.6%
BABA vs AGG
-0.6%
-20.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -3.6% | -0.6% | -3.0% | -2.9% |
| 30D | -8.4% | +1.6% | -10.0% | -9.1% |
| 3M | -20.6% | -0.5% | -20.1% | -19.5% |
| All | -20.6% | -0.6% | -20.0% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 3mo: compounded portfolio wealth divided by compounded AGG 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…
3mo analysis · Full analysis span regression · Available span rolling