+36.3%
BABA vs ATI
+320.9%
-284.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | +0.5% |
| 7D | +11.6% | +6.2% | +5.5% | +10.4% |
| 30D | +2.3% | -7.1% | +9.4% | +3.3% |
| 3M | -13.7% | -21.3% | +7.6% | -10.6% |
| 6M | -21.9% | +6.5% | -28.4% | -23.4% |
| YTD | -24.6% | +53.2% | -77.8% | -30.2% |
| 1Y | -34.1% | +82.7% | -116.8% | -40.5% |
| 3Y | +36.3% | +314.3% | -278.1% | +3.4% |
| All | +36.3% | +320.9% | -284.6% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling