-40.4%
BABA vs AU
+6.3%
-46.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -13.8% | -7.2% | -6.6% | -12.6% |
| 30D | -15.1% | -2.9% | -12.2% | -14.8% |
| 3M | -22.7% | -8.7% | -14.1% | -22.4% |
| 6M | -34.7% | -14.1% | -20.5% | -33.4% |
| YTD | -35.0% | +4.8% | -39.8% | -37.4% |
| 1Y | -40.4% | +11.9% | -52.3% | -43.7% |
| All | -40.4% | +6.3% | -46.7% | -43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling