-31.3%
BABA vs AGI
+385.7%
-417.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.7% |
| 7D | -4.8% | +0.6% | -5.4% | -4.9% |
| 30D | -11.9% | +18.2% | -30.1% | -15.3% |
| 3M | -9.3% | -4.1% | -5.1% | -9.1% |
| 6M | -14.2% | -28.7% | +14.5% | -8.6% |
| YTD | -22.0% | -4.0% | -18.1% | -23.0% |
| 1Y | -12.7% | +17.4% | -30.1% | -18.4% |
| 3Y | +26.7% | +203.0% | -176.4% | -11.6% |
| All | -31.3% | +385.7% | -417.0% | -57.3% |
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