+28.2%
BABA vs AR
-32.0%
+60.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -4.8% | +2.5% | -7.3% | -5.0% |
| 30D | -11.9% | +14.8% | -26.7% | -13.0% |
| 3M | -9.3% | +6.2% | -15.5% | -9.9% |
| 6M | -14.2% | +4.3% | -18.5% | -14.9% |
| YTD | -22.0% | +14.4% | -36.4% | -23.4% |
| 1Y | -12.7% | +21.3% | -34.0% | -14.8% |
| 3Y | +26.7% | +39.8% | -13.1% | +20.7% |
| 5Y | -29.3% | +142.1% | -171.4% | -36.2% |
| 10Y | +21.2% | +52.0% | -30.8% | +14.3% |
| All | +28.2% | -32.0% | +60.1% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling