+17.1%
BABA vs AR
+44.3%
-27.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +11.6% | -14.3% | +25.9% | +13.0% |
| 30D | +2.3% | +1.4% | +0.9% | +2.0% |
| 3M | -13.7% | +3.4% | -17.1% | -14.1% |
| 6M | -21.9% | -2.1% | -19.8% | -22.1% |
| YTD | -24.6% | +4.7% | -29.3% | -25.6% |
| 1Y | -34.1% | +10.6% | -44.7% | -35.3% |
| 3Y | +36.3% | +24.6% | +11.7% | +31.1% |
| 5Y | -26.7% | +71.9% | -98.6% | -31.9% |
| All | +17.1% | +44.3% | -27.3% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling