-35.3%
BABA vs AME
+21.1%
-56.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.6% | +9.5% | +6.2% |
| 7D | +4.3% | -4.4% | +8.7% | +5.5% |
| 30D | -5.0% | -5.9% | +0.9% | -3.4% |
| 3M | -18.4% | -6.5% | -11.8% | -17.0% |
| 6M | -20.3% | +3.2% | -23.5% | -22.5% |
| YTD | -27.5% | +16.0% | -43.5% | -31.8% |
| 1Y | -35.3% | +20.4% | -55.8% | -38.8% |
| All | -35.3% | +21.1% | -56.4% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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