-28.3%
BABA vs JAAA
+27.4%
-55.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | +11.6% | +0.2% | +11.5% | +11.3% |
| 30D | +2.3% | +0.4% | +1.9% | +1.4% |
| 3M | -13.7% | +1.2% | -14.9% | -15.8% |
| 6M | -21.9% | +2.3% | -24.3% | -25.6% |
| YTD | -24.6% | +3.9% | -28.5% | -30.4% |
| 1Y | -34.1% | +4.8% | -38.9% | -40.2% |
| 3Y | +36.3% | +18.5% | +17.7% | +3.2% |
| All | -28.3% | +27.4% | -55.7% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling