-28.3%
BABA vs EME
+358.3%
-386.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.9% |
| 7D | +11.6% | -10.5% | +22.1% | +13.4% |
| 30D | +2.3% | -22.4% | +24.7% | +6.7% |
| 3M | -13.7% | -24.7% | +11.0% | -9.7% |
| 6M | -21.9% | -35.5% | +13.6% | -16.1% |
| YTD | -24.6% | -0.3% | -24.3% | -26.1% |
| 1Y | -34.1% | -6.7% | -27.4% | -34.6% |
| 3Y | +36.3% | +190.6% | -154.4% | -6.4% |
| All | -28.3% | +358.3% | -386.5% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 5y: compounded portfolio wealth divided by compounded EME 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…
5y analysis · Full analysis span regression · 6 months rolling