+56.4%
BABA vs AS
+133.7%
-77.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.2% |
| 7D | +8.6% | +7.1% | +1.5% | +6.7% |
| 30D | -1.1% | +12.8% | -13.9% | -4.1% |
| 3M | -15.9% | -14.7% | -1.2% | -12.8% |
| 6M | -17.5% | -9.9% | -7.6% | -15.8% |
| YTD | -25.6% | -16.1% | -9.5% | -23.2% |
| 1Y | -33.8% | +0.2% | -34.0% | -34.5% |
| All | +56.4% | +133.7% | -77.3% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling