-28.3%
BABA vs AME
+66.2%
-94.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.3% | +0.2% |
| 7D | +11.6% | -5.2% | +16.8% | +13.7% |
| 30D | +2.3% | -8.0% | +10.3% | +5.4% |
| 3M | -13.7% | -8.9% | -4.8% | -10.9% |
| 6M | -21.9% | -5.0% | -16.9% | -21.1% |
| YTD | -24.6% | +11.9% | -36.5% | -29.6% |
| 1Y | -34.1% | +16.6% | -50.7% | -39.6% |
| 3Y | +36.3% | +62.5% | -26.2% | -1.0% |
| All | -28.3% | +66.2% | -94.5% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling