-54.3%
BABA vs AUR
-57.9%
+3.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.4% |
| 7D | -13.8% | -4.5% | -9.2% | -13.3% |
| 30D | -15.1% | -16.6% | +1.5% | -13.4% |
| 3M | -22.7% | -38.5% | +15.7% | -18.4% |
| 6M | -34.7% | -49.9% | +15.2% | -29.4% |
| YTD | -35.0% | +9.6% | -44.7% | -37.0% |
| 1Y | -40.4% | +1.2% | -41.6% | -41.8% |
| 3Y | +21.9% | +128.8% | -106.9% | -7.9% |
| 5Y | -39.9% | -57.9% | +18.0% | -45.0% |
| All | -54.3% | -57.9% | +3.6% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling