-28.3%
BABA vs EAT
+361.6%
-389.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.1% | +1.7% |
| 7D | +11.6% | -2.6% | +14.3% | +12.1% |
| 30D | +2.3% | +11.5% | -9.2% | +0.4% |
| 3M | -13.7% | -9.1% | -4.6% | -13.0% |
| 6M | -21.9% | +40.4% | -62.3% | -27.3% |
| YTD | -24.6% | +43.9% | -68.6% | -30.6% |
| 1Y | -34.1% | +101.9% | -136.0% | -43.3% |
| 3Y | +36.3% | +489.9% | -453.6% | -20.8% |
| All | -28.3% | +361.6% | -389.9% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling