-19.1%
BABA vs EMB
+5.2%
-24.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.2% |
| 7D | -4.8% | 0.0% | -4.8% | -4.7% |
| 30D | -11.9% | -0.3% | -11.6% | -11.4% |
| 3M | -9.3% | -0.4% | -8.8% | -8.6% |
| 6M | -14.2% | +0.1% | -14.4% | -14.3% |
| YTD | -22.0% | +1.6% | -23.6% | -24.8% |
| All | -19.1% | +5.2% | -24.3% | -32.0% |
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