+28.2%
BABA vs AGG
+24.8%
+3.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -4.8% | -0.2% | -4.6% | -4.7% |
| 30D | -11.9% | -0.4% | -11.5% | -11.8% |
| 3M | -9.3% | -0.7% | -8.6% | -9.1% |
| 6M | -14.2% | -1.5% | -12.7% | -13.8% |
| YTD | -22.0% | -0.3% | -21.8% | -21.9% |
| 1Y | -12.7% | +1.3% | -14.0% | -13.1% |
| 3Y | +26.7% | +13.2% | +13.4% | +21.6% |
| 5Y | -29.3% | -1.4% | -27.9% | -34.0% |
| 10Y | +21.2% | +14.9% | +6.4% | +20.2% |
| All | +28.2% | +24.8% | +3.4% | +55.2% |
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 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