-28.3%
BABA vs AGI
+310.5%
-338.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.7% |
| 7D | +11.6% | +16.0% | -4.3% | +8.0% |
| 30D | +2.3% | +1.0% | +1.3% | +1.8% |
| 3M | -13.7% | +2.5% | -16.1% | -14.8% |
| 6M | -21.9% | -24.0% | +2.1% | -18.0% |
| YTD | -24.6% | -17.2% | -7.4% | -23.5% |
| 1Y | -34.1% | +4.9% | -39.0% | -37.0% |
| 3Y | +36.3% | +142.6% | -106.3% | -1.1% |
| All | -28.3% | +310.5% | -338.8% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling