-39.7%
BABA vs EMB
-0.3%
-39.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.8% | -6.3% | -5.7% |
| 7D | -12.7% | -0.7% | -12.0% | -11.6% |
| 30D | -14.9% | +0.5% | -15.4% | -15.5% |
| 3M | -24.6% | -2.5% | -22.2% | -21.3% |
| 6M | -29.3% | -2.0% | -27.3% | -26.8% |
| YTD | -35.0% | -0.9% | -34.2% | -34.5% |
| 1Y | -39.7% | -0.3% | -39.4% | -38.9% |
| All | -39.7% | -0.3% | -39.4% | -38.9% |
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