+23.9%
BABA vs AME
+374.1%
-350.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.3% | +0.2% |
| 7D | +11.6% | -5.2% | +16.8% | +13.8% |
| 30D | +2.3% | -8.0% | +10.3% | +5.6% |
| 3M | -13.7% | -8.9% | -4.8% | -10.7% |
| 6M | -21.9% | -5.0% | -16.9% | -21.0% |
| YTD | -24.6% | +11.9% | -36.5% | -29.4% |
| 1Y | -34.1% | +16.6% | -50.7% | -39.5% |
| 3Y | +36.3% | +62.5% | -26.2% | +4.1% |
| 5Y | -26.7% | +67.6% | -94.3% | -45.4% |
| 10Y | +19.2% | +450.4% | -431.2% | -54.3% |
| All | +23.9% | +374.1% | -350.2% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling