-63.3%
BABA vs JAAA
+30.2%
-93.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +3.8% | +0.1% | +3.8% | +3.7% |
| 30D | -5.4% | +0.4% | -5.8% | -6.0% |
| 3M | -17.9% | +1.1% | -19.1% | -19.5% |
| 6M | -24.1% | +2.3% | -26.3% | -26.9% |
| YTD | -27.4% | +3.9% | -31.3% | -31.9% |
| 1Y | -36.1% | +4.8% | -40.9% | -40.9% |
| 3Y | +35.4% | +18.4% | +16.9% | +10.6% |
| 5Y | -30.1% | +27.4% | -57.5% | -48.0% |
| All | -63.3% | +30.2% | -93.5% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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