+19.3%
BABA vs EME
+1,462.6%
-1,443.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.3% | -11.0% | -5.3% |
| 7D | +3.8% | -4.4% | +8.2% | +4.4% |
| 30D | -5.4% | -17.3% | +11.9% | -1.7% |
| 3M | -17.9% | -20.0% | +2.1% | -14.3% |
| 6M | -24.1% | -29.1% | +5.0% | -19.0% |
| YTD | -27.4% | +6.9% | -34.4% | -30.3% |
| 1Y | -36.1% | +0.8% | -36.8% | -37.8% |
| 3Y | +35.4% | +214.4% | -179.0% | -7.8% |
| 5Y | -30.1% | +404.2% | -434.3% | -59.4% |
| 10Y | +15.8% | +941.9% | -926.1% | -50.2% |
| All | +19.3% | +1,462.6% | -1,443.3% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling