+27.5%
BABA vs AJG
+590.3%
-562.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.9% |
| 7D | -0.2% | -4.0% | +3.9% | +1.1% |
| 30D | -12.3% | +1.3% | -13.6% | -12.8% |
| 3M | -5.3% | +18.3% | -23.6% | -11.2% |
| 6M | -13.1% | +10.6% | -23.7% | -17.0% |
| YTD | -22.4% | -2.2% | -20.2% | -22.9% |
| 1Y | -19.5% | -15.2% | -4.3% | -15.7% |
| 3Y | +32.9% | +13.1% | +19.8% | +19.7% |
| 5Y | -29.9% | +82.8% | -112.6% | -50.3% |
| 10Y | +16.7% | +482.7% | -466.0% | -58.5% |
| All | +27.5% | +590.3% | -562.8% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling