+63.9%
BABA vs AS
+120.4%
-56.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | +0.4% |
| 7D | -4.8% | -4.9% | +0.1% | -3.6% |
| 30D | -11.9% | -19.6% | +7.7% | -7.2% |
| 3M | -9.3% | -14.4% | +5.1% | -6.0% |
| 6M | -14.2% | -20.1% | +5.9% | -10.0% |
| YTD | -22.0% | -20.9% | -1.1% | -18.3% |
| 1Y | -12.7% | -21.9% | +9.1% | -8.6% |
| All | +63.9% | +120.4% | -56.5% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling