+16.7%
BABA vs EMR
+268.7%
-251.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -0.2% | +3.1% | -3.2% | -1.3% |
| 30D | -12.3% | -3.5% | -8.7% | -11.3% |
| 3M | -5.3% | +9.8% | -15.1% | -9.4% |
| 6M | -13.1% | +10.8% | -23.9% | -17.3% |
| YTD | -22.4% | +15.9% | -38.4% | -27.7% |
| 1Y | -19.5% | +16.4% | -35.9% | -25.3% |
| 3Y | +32.9% | +62.1% | -29.2% | +6.0% |
| 5Y | -29.9% | +62.9% | -92.8% | -45.0% |
| 10Y | +16.7% | +267.8% | -251.0% | -31.8% |
| All | +16.7% | +268.7% | -251.9% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling