+6.8%
BABA vs AGG
+23.4%
-16.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.6% | -6.4% | -6.8% |
| 7D | -12.7% | -1.4% | -11.2% | -12.2% |
| 30D | -14.9% | +0.9% | -15.8% | -15.1% |
| 3M | -24.6% | -1.2% | -23.4% | -24.3% |
| 6M | -29.3% | -1.4% | -27.9% | -28.9% |
| YTD | -35.0% | -1.4% | -33.7% | -34.6% |
| 1Y | -39.7% | -1.3% | -38.4% | -39.4% |
| 3Y | +21.2% | +13.8% | +7.4% | +16.3% |
| 5Y | -39.9% | -1.6% | -38.3% | -43.5% |
| 10Y | +7.8% | +16.3% | -8.5% | +10.1% |
| All | +6.8% | +23.4% | -16.6% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling