+52.4%
BABA vs AS
+139.2%
-86.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.1% | -0.2% | +3.6% |
| 7D | +4.3% | +13.8% | -9.5% | +1.0% |
| 30D | -5.0% | +16.7% | -21.6% | -8.6% |
| 3M | -18.4% | -11.5% | -6.9% | -16.1% |
| 6M | -20.3% | -5.5% | -14.8% | -19.6% |
| YTD | -27.5% | -14.2% | -13.3% | -25.6% |
| 1Y | -35.3% | +2.1% | -37.4% | -36.3% |
| All | +52.4% | +139.2% | -86.8% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling