-29.3%
BABA vs AGG
-1.5%
-27.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.6% | -6.4% | -6.3% |
| 7D | -12.7% | -1.4% | -11.2% | -11.3% |
| 30D | -14.9% | +0.9% | -15.8% | -14.7% |
| 3M | -24.6% | -1.2% | -23.4% | -23.4% |
| 6M | -29.3% | -1.4% | -27.9% | -29.2% |
| All | -29.3% | -1.5% | -27.8% | -29.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling