+22.3%
BABA vs AME
+362.3%
-340.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.9% | +8.6% | +5.3% |
| 7D | +8.6% | -11.4% | +20.0% | +14.1% |
| 30D | -1.1% | -12.1% | +11.0% | +4.2% |
| 3M | -15.9% | -12.3% | -3.6% | -11.5% |
| 6M | -17.5% | -4.6% | -12.9% | -16.7% |
| YTD | -25.6% | +9.1% | -34.7% | -29.5% |
| 1Y | -33.8% | +13.3% | -47.1% | -38.4% |
| 3Y | +34.6% | +58.2% | -23.6% | +4.1% |
| 5Y | -27.7% | +63.4% | -91.1% | -45.5% |
| 10Y | +17.7% | +436.7% | -419.0% | -54.3% |
| All | +22.3% | +362.3% | -340.0% | -49.0% |
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 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