+14.4%
BABA vs AU
+694.8%
-680.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.3% |
| 7D | -2.9% | -7.0% | +4.1% | -2.2% |
| 30D | -15.1% | +7.3% | -22.4% | -15.9% |
| 3M | -5.0% | +33.2% | -38.3% | -8.3% |
| 6M | -19.9% | -0.6% | -19.3% | -20.6% |
| YTD | -25.3% | +26.2% | -51.4% | -27.7% |
| 1Y | -23.9% | +68.3% | -92.1% | -28.6% |
| 3Y | +28.1% | +592.1% | -564.0% | +2.8% |
| 5Y | -31.4% | +685.3% | -716.6% | -45.3% |
| All | +14.4% | +694.8% | -680.4% | -5.2% |
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