-35.3%
BABA vs EMB
+0.7%
-36.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +3.3% |
| 7D | +4.3% | +0.7% | +3.6% | +3.1% |
| 30D | -5.0% | +2.3% | -7.3% | -8.5% |
| 3M | -18.4% | -2.5% | -15.9% | -14.8% |
| 6M | -20.3% | -1.1% | -19.2% | -18.8% |
| YTD | -27.5% | -0.6% | -26.9% | -27.3% |
| 1Y | -35.3% | +0.6% | -36.0% | -34.1% |
| All | -35.3% | +0.7% | -36.0% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling