-39.8%
BABA vs AZO
+72.0%
-111.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -13.8% | +1.3% | -15.1% | -14.0% |
| 30D | -15.1% | +12.0% | -27.1% | -16.9% |
| 3M | -22.7% | +7.2% | -30.0% | -23.8% |
| 6M | -34.7% | -3.2% | -31.5% | -34.5% |
| YTD | -35.0% | -3.9% | -31.1% | -34.9% |
| 1Y | -40.4% | -14.7% | -25.8% | -38.9% |
| 3Y | +21.9% | +20.4% | +1.5% | +13.8% |
| All | -39.8% | +72.0% | -111.8% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling