-12.7%
BABA vs AJG
-12.9%
+0.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.0% |
| 7D | -4.8% | -1.8% | -2.9% | -5.0% |
| 30D | -11.9% | +4.6% | -16.5% | -11.2% |
| 3M | -9.3% | +24.9% | -34.2% | -5.3% |
| 6M | -14.2% | +17.2% | -31.4% | -10.5% |
| YTD | -22.0% | +2.2% | -24.2% | -18.7% |
| 1Y | -12.7% | -11.5% | -1.2% | -3.6% |
| All | -12.7% | -12.9% | +0.2% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling