+15.3%
BABA vs AZO
+301.5%
-286.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.6% |
| 7D | -2.2% | -0.8% | -1.4% | -2.0% |
| 30D | -17.3% | -5.1% | -12.2% | -16.5% |
| 3M | -7.8% | -7.2% | -0.5% | -6.7% |
| 6M | -16.8% | -20.7% | +4.0% | -13.4% |
| YTD | -24.7% | -14.2% | -10.5% | -22.9% |
| 1Y | -24.9% | -32.2% | +7.2% | -19.7% |
| 3Y | +29.1% | +11.1% | +18.0% | +23.8% |
| 5Y | -30.5% | +87.6% | -118.1% | -40.9% |
| All | +15.3% | +301.5% | -286.2% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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