-28.3%
BABA vs ATI
+871.8%
-900.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | +0.3% |
| 7D | +11.6% | +6.2% | +5.5% | +9.9% |
| 30D | +2.3% | -7.1% | +9.4% | +3.7% |
| 3M | -13.7% | -21.3% | +7.6% | -9.3% |
| 6M | -21.9% | +6.5% | -28.4% | -24.1% |
| YTD | -24.6% | +53.2% | -77.8% | -33.0% |
| 1Y | -34.1% | +82.7% | -116.8% | -43.8% |
| 3Y | +36.3% | +314.3% | -278.1% | -12.4% |
| All | -28.3% | +871.8% | -900.0% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling