-61.9%
BABA vs JAAA
+30.2%
-92.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.6% |
| 3M | -13.7% | +1.2% | -14.9% | -15.4% |
| 6M | -21.9% | +2.3% | -24.3% | -24.9% |
| YTD | -24.6% | +3.9% | -28.5% | -29.3% |
| 1Y | -34.1% | +4.8% | -38.9% | -39.1% |
| 3Y | +36.3% | +18.5% | +17.7% | +11.2% |
| 5Y | -26.7% | +27.5% | -54.2% | -45.4% |
| All | -61.9% | +30.2% | -92.1% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling