-31.3%
BABA vs JAAA
+25.6%
-56.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.1% |
| 7D | -4.8% | +0.2% | -4.9% | -5.1% |
| 30D | -11.9% | +0.5% | -12.4% | -12.9% |
| 3M | -9.3% | +1.3% | -10.5% | -11.6% |
| 6M | -14.2% | +2.7% | -16.9% | -18.8% |
| YTD | -22.0% | +3.2% | -25.2% | -26.9% |
| 1Y | -12.7% | +4.9% | -17.6% | -20.8% |
| 3Y | +26.7% | +19.0% | +7.7% | -3.5% |
| All | -31.3% | +25.6% | -56.9% | -49.7% |
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