-45.2%
BABA vs AUR
-36.6%
-8.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -4.8% | +8.7% | -13.5% | -5.9% |
| 30D | -11.9% | -5.2% | -6.7% | -11.6% |
| 3M | -9.3% | -7.3% | -2.0% | -9.0% |
| 6M | -14.2% | +41.2% | -55.5% | -18.9% |
| YTD | -22.0% | +65.1% | -87.1% | -28.0% |
| 1Y | -12.7% | +13.4% | -26.1% | -15.8% |
| 3Y | +26.7% | +98.1% | -71.5% | -0.6% |
| 5Y | -29.3% | -36.0% | +6.7% | -37.8% |
| All | -45.2% | -36.6% | -8.6% | -51.5% |
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 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