+15.7%
BABA vs ATI
+1,024.4%
-1,008.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.3% |
| 7D | +2.4% | +1.3% | +1.0% | +2.0% |
| 30D | -7.8% | -4.8% | -3.0% | -7.3% |
| 3M | -22.4% | -19.9% | -2.4% | -19.6% |
| 6M | -26.0% | +15.4% | -41.3% | -28.5% |
| YTD | -29.3% | +59.2% | -88.5% | -35.6% |
| 1Y | -37.5% | +86.3% | -123.8% | -44.7% |
| 3Y | +31.9% | +318.2% | -286.3% | -2.1% |
| 5Y | -33.4% | +958.6% | -992.1% | -58.1% |
| 10Y | +15.7% | +996.8% | -981.1% | -26.5% |
| All | +15.7% | +1,024.4% | -1,008.7% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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