+19.2%
BABA vs AR
-35.4%
+54.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.3% | +11.2% | +5.4% |
| 7D | +4.3% | -11.1% | +15.4% | +5.3% |
| 30D | -5.0% | +7.9% | -12.9% | -5.7% |
| 3M | -18.4% | +4.9% | -23.2% | -18.9% |
| 6M | -20.3% | -5.3% | -15.0% | -20.2% |
| YTD | -27.5% | +8.6% | -36.1% | -28.6% |
| 1Y | -35.3% | +13.7% | -49.0% | -36.6% |
| 3Y | +31.2% | +22.8% | +8.4% | +26.2% |
| 5Y | -32.1% | +82.0% | -114.1% | -37.5% |
| 10Y | +14.7% | +51.8% | -37.2% | +7.9% |
| All | +19.2% | -35.4% | +54.6% | +34.5% |
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