+11.7%
BABA vs AU
+832.2%
-820.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.8% | -2.3% | -6.5% |
| 7D | -12.7% | -1.1% | -11.6% | -12.6% |
| 30D | -14.9% | -4.4% | -10.5% | -14.5% |
| 3M | -24.6% | -10.0% | -14.7% | -24.1% |
| 6M | -29.3% | -14.5% | -14.9% | -28.7% |
| YTD | -35.0% | +6.4% | -41.4% | -36.1% |
| 1Y | -39.7% | +7.7% | -47.4% | -40.8% |
| 3Y | +21.2% | +514.1% | -492.9% | -1.3% |
| 5Y | -39.9% | +386.5% | -426.4% | -50.9% |
| All | +11.7% | +832.2% | -820.5% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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