-29.9%
BABA vs AUR
-34.2%
+4.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.9% |
| 7D | -0.2% | +19.2% | -19.4% | -2.5% |
| 30D | -12.3% | -7.8% | -4.5% | -11.6% |
| 3M | -5.3% | +4.0% | -9.3% | -6.4% |
| 6M | -13.1% | +45.0% | -58.1% | -18.1% |
| YTD | -22.4% | +69.5% | -92.0% | -28.6% |
| 1Y | -19.5% | +13.0% | -32.5% | -22.3% |
| 3Y | +32.9% | +90.4% | -57.4% | +5.4% |
| 5Y | -29.9% | -34.2% | +4.3% | -38.7% |
| All | -29.9% | -34.2% | +4.4% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling