+34.5%
BABA vs AR
+20.9%
+13.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.4% | +2.9% |
| 7D | +8.6% | -11.7% | +20.3% | +9.8% |
| 30D | -1.1% | +1.8% | -2.9% | -1.6% |
| 3M | -15.9% | +6.0% | -21.9% | -16.8% |
| 6M | -17.5% | -7.0% | -10.5% | -17.2% |
| YTD | -25.6% | +5.6% | -31.2% | -27.5% |
| 1Y | -33.8% | +10.8% | -44.6% | -36.3% |
| All | +34.5% | +20.9% | +13.6% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling