-47.5%
BABA vs AUR
-36.7%
-10.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.4% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | -15.1% | -8.9% | -6.2% | -14.3% |
| 3M | -5.0% | +4.6% | -9.7% | -6.2% |
| 6M | -19.9% | +44.9% | -64.8% | -24.5% |
| YTD | -25.3% | +64.8% | -90.1% | -30.9% |
| 1Y | -23.9% | +16.4% | -40.2% | -26.8% |
| 3Y | +28.1% | +85.1% | -57.0% | +1.9% |
| 5Y | -31.4% | -36.1% | +4.8% | -39.5% |
| All | -47.5% | -36.7% | -10.8% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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