-39.7%
BABA vs AR
+10.2%
-49.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.3% | -8.4% | -6.8% |
| 7D | -12.7% | +6.4% | -19.1% | -11.8% |
| 30D | -14.9% | +3.1% | -18.0% | -14.4% |
| 3M | -24.6% | +3.3% | -27.9% | -24.0% |
| 6M | -29.3% | +6.6% | -35.9% | -28.2% |
| YTD | -35.0% | +12.3% | -47.4% | -35.8% |
| 1Y | -39.7% | +12.3% | -52.0% | -40.4% |
| All | -39.7% | +10.2% | -49.9% | -40.4% |
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