+11.7%
BABA vs EAT
+320.8%
-309.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -13.8% | -4.0% | -9.8% | -13.3% |
| 30D | -15.1% | -2.9% | -12.2% | -14.9% |
| 3M | -22.7% | -16.9% | -5.9% | -21.3% |
| 6M | -34.7% | +57.0% | -91.6% | -38.7% |
| YTD | -35.0% | +38.2% | -73.2% | -38.3% |
| 1Y | -40.4% | +69.3% | -109.7% | -44.9% |
| 3Y | +21.9% | +483.0% | -461.1% | -8.0% |
| 5Y | -39.9% | +364.1% | -404.0% | -54.6% |
| All | +11.7% | +320.8% | -309.1% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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