-31.3%
BABA vs AMT
-31.6%
+0.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.5% |
| 7D | -4.8% | -0.2% | -4.5% | -4.7% |
| 30D | -11.9% | +4.6% | -16.5% | -12.8% |
| 3M | -9.3% | -8.4% | -0.8% | -7.7% |
| 6M | -14.2% | -6.0% | -8.2% | -13.4% |
| YTD | -22.0% | +2.1% | -24.2% | -23.0% |
| 1Y | -12.7% | -6.4% | -6.3% | -12.1% |
| 3Y | +26.7% | +8.1% | +18.6% | +18.4% |
| All | -31.3% | -31.6% | +0.3% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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