+23.9%
BABA vs EAT
+374.9%
-351.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.1% | +1.6% |
| 7D | +11.6% | -2.6% | +14.3% | +12.0% |
| 30D | +2.3% | +11.5% | -9.2% | +0.8% |
| 3M | -13.7% | -9.1% | -4.6% | -13.1% |
| 6M | -21.9% | +40.4% | -62.3% | -26.0% |
| YTD | -24.6% | +43.9% | -68.6% | -29.2% |
| 1Y | -34.1% | +101.9% | -136.0% | -40.9% |
| 3Y | +36.3% | +489.9% | -453.6% | +0.6% |
| 5Y | -26.7% | +362.6% | -389.4% | -45.8% |
| 10Y | +19.2% | +385.7% | -366.5% | -15.2% |
| All | +23.9% | +374.9% | -351.0% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling