+16.7%
BABA vs AGI
+398.0%
-381.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.0% |
| 7D | -2.2% | +2.2% | -4.4% | -2.4% |
| 30D | -17.3% | +11.3% | -28.6% | -18.3% |
| 3M | -7.8% | +5.6% | -13.4% | -8.6% |
| 6M | -16.8% | -27.7% | +10.9% | -14.6% |
| YTD | -24.7% | -4.1% | -20.6% | -24.9% |
| 1Y | -24.9% | +13.8% | -38.7% | -26.5% |
| 3Y | +29.1% | +217.0% | -187.9% | +15.3% |
| 5Y | -30.5% | +404.3% | -434.9% | -39.8% |
| 10Y | +16.7% | +400.5% | -383.8% | -0.1% |
| All | +16.7% | +398.0% | -381.3% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling