+33.7%
BABA vs AME
+54.4%
-20.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.9% |
| 7D | -4.8% | +0.6% | -5.4% | -4.9% |
| 30D | -11.9% | -6.7% | -5.2% | -10.3% |
| 3M | -9.3% | +4.1% | -13.3% | -10.7% |
| 6M | -14.2% | +1.6% | -15.8% | -15.2% |
| YTD | -22.0% | +16.1% | -38.2% | -25.4% |
| 1Y | -12.7% | +27.3% | -40.0% | -18.5% |
| All | +33.7% | +54.4% | -20.6% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling