-37.5%
BABA vs EMB
+0.5%
-38.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -1.6% |
| 7D | +2.4% | +0.5% | +1.8% | +1.5% |
| 30D | -7.8% | +0.9% | -8.7% | -9.2% |
| 3M | -22.4% | -2.1% | -20.3% | -19.6% |
| 6M | -26.0% | -2.2% | -23.8% | -23.1% |
| YTD | -29.3% | -0.6% | -28.7% | -29.2% |
| 1Y | -37.5% | +0.2% | -37.7% | -36.8% |
| All | -37.5% | +0.5% | -38.0% | -36.8% |
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