+14.9%
BABA vs AGG
+24.2%
-9.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -3.6% | -0.6% | -3.0% | -3.4% |
| 30D | -8.4% | +1.6% | -10.0% | -8.9% |
| 3M | -20.6% | -0.5% | -20.1% | -20.4% |
| 6M | -25.4% | -1.1% | -24.3% | -25.1% |
| YTD | -30.1% | -0.7% | -29.4% | -29.9% |
| 1Y | -36.3% | -0.7% | -35.6% | -36.1% |
| 3Y | +30.4% | +14.5% | +15.9% | +24.8% |
| 5Y | -35.7% | -0.9% | -34.8% | -39.8% |
| 10Y | +16.0% | +17.1% | -1.0% | +18.1% |
| All | +14.9% | +24.2% | -9.3% | +39.4% |
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