+46.9%
BABA vs AS
+131.9%
-85.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.6% |
| 7D | -3.6% | -3.0% | -0.6% | -2.9% |
| 30D | -8.4% | +9.6% | -17.9% | -10.5% |
| 3M | -20.6% | -8.2% | -12.4% | -19.2% |
| 6M | -25.4% | -9.9% | -15.5% | -23.9% |
| YTD | -30.1% | -16.8% | -13.3% | -27.8% |
| 1Y | -36.3% | +3.0% | -39.3% | -37.3% |
| All | +46.9% | +131.9% | -85.0% | +20.6% |
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