+6.8%
BABA vs ATI
+371.9%
-365.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.4% | -8.5% | -7.3% |
| 7D | -12.7% | +13.0% | -25.6% | -14.5% |
| 30D | -14.9% | +0.2% | -15.1% | -15.2% |
| 3M | -24.6% | -17.5% | -7.2% | -22.6% |
| 6M | -29.3% | +18.1% | -47.5% | -31.8% |
| YTD | -35.0% | +65.7% | -100.7% | -40.9% |
| 1Y | -39.7% | +91.9% | -131.6% | -46.4% |
| 3Y | +21.2% | +335.2% | -314.1% | -8.6% |
| 5Y | -39.9% | +1,004.3% | -1,044.2% | -61.1% |
| 10Y | +7.8% | +1,019.2% | -1,011.4% | -34.9% |
| All | +6.8% | +371.9% | -365.1% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling