-31.3%
BABA vs EME
+529.3%
-560.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +1.0% |
| 7D | -4.8% | +1.9% | -6.7% | -5.1% |
| 30D | -11.9% | -8.3% | -3.6% | -10.6% |
| 3M | -9.3% | -10.7% | +1.5% | -7.9% |
| 6M | -14.2% | +1.9% | -16.1% | -15.4% |
| YTD | -22.0% | +23.5% | -45.5% | -25.9% |
| 1Y | -12.7% | +18.0% | -30.7% | -16.7% |
| 3Y | +26.7% | +236.1% | -209.5% | -11.3% |
| All | -31.3% | +529.3% | -560.6% | -64.2% |
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