+31.9%
BABA vs EMB
+29.7%
+2.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -1.7% |
| 7D | +2.4% | +0.5% | +1.8% | +1.7% |
| 30D | -7.8% | +0.9% | -8.7% | -8.9% |
| 3M | -22.4% | -2.1% | -20.3% | -20.1% |
| 6M | -26.0% | -2.2% | -23.8% | -23.7% |
| YTD | -29.3% | -0.6% | -28.7% | -28.6% |
| 1Y | -37.5% | +0.2% | -37.7% | -37.5% |
| 3Y | +31.9% | +29.5% | +2.4% | +19.3% |
| All | +31.9% | +29.7% | +2.2% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling