-34.1%
BABA vs AR
+8.4%
-42.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.2% |
| 7D | +11.6% | -14.3% | +25.9% | +9.3% |
| 30D | +2.3% | +1.4% | +0.9% | +2.3% |
| 3M | -13.7% | +3.4% | -17.1% | -13.2% |
| 6M | -21.9% | -2.1% | -19.8% | -21.7% |
| YTD | -24.6% | +4.7% | -29.3% | -26.2% |
| 1Y | -34.1% | +10.6% | -44.7% | -35.8% |
| All | -34.1% | +8.4% | -42.5% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling