+17.6%
BABA vs ATI
+1,073.5%
-1,055.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.8% |
| 7D | -4.8% | -0.1% | -4.7% | -4.7% |
| 30D | -11.9% | +2.7% | -14.6% | -12.4% |
| 3M | -9.3% | +16.3% | -25.6% | -12.0% |
| 6M | -14.2% | +30.2% | -44.4% | -18.7% |
| YTD | -22.0% | +83.6% | -105.6% | -30.4% |
| 1Y | -12.7% | +173.0% | -185.7% | -27.5% |
| 3Y | +26.7% | +356.6% | -330.0% | -6.9% |
| 5Y | -29.3% | +1,074.2% | -1,103.5% | -56.0% |
| All | +17.6% | +1,073.5% | -1,055.9% | -27.2% |
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