+11.7%
BABA vs AME
+444.5%
-432.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -13.8% | +5.9% | -19.6% | -15.9% |
| 30D | -15.1% | -1.9% | -13.2% | -14.9% |
| 3M | -22.7% | -5.4% | -17.4% | -21.5% |
| 6M | -34.7% | +4.9% | -39.6% | -36.8% |
| YTD | -35.0% | +18.5% | -53.5% | -40.5% |
| 1Y | -40.4% | +25.5% | -65.9% | -46.8% |
| 3Y | +21.9% | +63.0% | -41.1% | -6.0% |
| 5Y | -39.9% | +78.3% | -118.2% | -56.1% |
| All | +11.7% | +444.5% | -432.7% | -44.6% |
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