-36.3%
BABA vs JAAA
+4.8%
-41.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.3% |
| 7D | -3.6% | +0.1% | -3.7% | -4.0% |
| 30D | -8.4% | +0.4% | -8.8% | -9.9% |
| 3M | -20.6% | +1.2% | -21.8% | -24.1% |
| 6M | -25.4% | +2.3% | -27.7% | -32.5% |
| YTD | -30.1% | +4.0% | -34.1% | -38.0% |
| 1Y | -36.3% | +4.8% | -41.1% | -46.6% |
| All | -36.3% | +4.8% | -41.0% | -46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling