+22.3%
BABA vs EMB
+44.0%
-21.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.2% | +3.3% |
| 7D | +8.6% | -0.3% | +8.9% | +9.0% |
| 30D | -1.1% | +1.1% | -2.2% | -2.4% |
| 3M | -15.9% | -2.9% | -13.0% | -12.8% |
| 6M | -17.5% | -2.1% | -15.5% | -15.4% |
| YTD | -25.6% | -1.1% | -24.5% | -24.4% |
| 1Y | -33.8% | +0.3% | -34.2% | -33.9% |
| 3Y | +34.6% | +27.7% | +6.9% | +1.4% |
| 5Y | -27.7% | +6.0% | -33.6% | -32.8% |
| 10Y | +17.7% | +29.1% | -11.4% | -14.1% |
| All | +22.3% | +44.0% | -21.6% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling