+15.7%
BABA vs AME
+438.4%
-422.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.5% |
| 7D | +2.4% | -4.1% | +6.5% | +3.8% |
| 30D | -7.8% | -4.1% | -3.6% | -6.6% |
| 3M | -22.4% | -5.6% | -16.7% | -21.1% |
| 6M | -26.0% | +2.8% | -28.8% | -27.7% |
| YTD | -29.3% | +16.6% | -45.9% | -34.8% |
| 1Y | -37.5% | +21.1% | -58.6% | -43.4% |
| 3Y | +31.9% | +61.1% | -29.2% | +2.3% |
| 5Y | -33.4% | +76.6% | -110.0% | -51.2% |
| 10Y | +15.7% | +431.3% | -415.6% | -41.9% |
| All | +15.7% | +438.4% | -422.7% | -41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling