+31.0%
BABA vs AUR
+86.2%
-55.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | -2.2% | +11.1% | -13.3% | -3.1% |
| 30D | -17.3% | -6.9% | -10.4% | -17.0% |
| 3M | -7.8% | +5.5% | -13.3% | -8.6% |
| 6M | -16.8% | +41.0% | -57.8% | -19.5% |
| YTD | -24.7% | +69.3% | -94.0% | -28.2% |
| 1Y | -24.9% | +14.0% | -39.0% | -26.6% |
| All | +31.0% | +86.2% | -55.2% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling