-28.3%
BABA vs AR
+71.8%
-100.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +11.6% | -14.3% | +25.9% | +13.6% |
| 30D | +2.3% | +1.4% | +0.9% | +1.8% |
| 3M | -13.7% | +3.4% | -17.1% | -14.4% |
| 6M | -21.9% | -2.1% | -19.8% | -22.2% |
| YTD | -24.6% | +4.7% | -29.3% | -26.3% |
| 1Y | -34.1% | +10.6% | -44.7% | -36.2% |
| 3Y | +36.3% | +24.6% | +11.7% | +26.4% |
| All | -28.3% | +71.8% | -100.1% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling