+15.8%
BABA vs ATI
+1,119.3%
-1,103.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.2% | -8.9% | -4.6% |
| 7D | +3.8% | +6.0% | -2.2% | +2.6% |
| 30D | -5.4% | -3.6% | -1.7% | -5.1% |
| 3M | -17.9% | -18.9% | +0.9% | -15.2% |
| 6M | -24.1% | +16.7% | -40.8% | -26.8% |
| YTD | -27.4% | +61.1% | -88.5% | -34.1% |
| 1Y | -36.1% | +89.3% | -125.4% | -43.5% |
| 3Y | +35.4% | +333.3% | -298.0% | -0.1% |
| 5Y | -30.1% | +954.5% | -984.6% | -55.9% |
| 10Y | +15.8% | +1,067.0% | -1,051.1% | -25.1% |
| All | +15.8% | +1,119.3% | -1,103.5% | -25.1% |
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