+11.7%
BABA vs AR
+57.4%
-45.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -13.8% | +7.4% | -21.1% | -14.3% |
| 30D | -15.1% | +5.8% | -20.9% | -15.6% |
| 3M | -22.7% | +5.2% | -28.0% | -23.2% |
| 6M | -34.7% | +5.4% | -40.1% | -35.2% |
| YTD | -35.0% | +12.4% | -47.4% | -36.2% |
| 1Y | -40.4% | +12.8% | -53.2% | -41.5% |
| 3Y | +21.9% | +47.2% | -25.3% | +15.7% |
| 5Y | -39.9% | +101.1% | -141.0% | -44.8% |
| All | +11.7% | +57.4% | -45.6% | +14.9% |
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