-60.8%
BABA vs JAAA
+29.3%
-90.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -12.3% | +0.5% | -12.7% | -12.9% |
| 3M | -5.3% | +1.2% | -6.5% | -7.2% |
| 6M | -13.1% | +2.8% | -15.9% | -17.1% |
| YTD | -22.4% | +3.2% | -25.6% | -26.4% |
| 1Y | -19.5% | +4.8% | -24.3% | -25.5% |
| 3Y | +32.9% | +19.0% | +14.0% | +8.8% |
| 5Y | -29.9% | +26.8% | -56.7% | -46.9% |
| All | -60.8% | +29.3% | -90.1% | -64.5% |
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