+15.7%
BABA vs EMR
+294.2%
-278.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.1% |
| 7D | +2.4% | +0.7% | +1.7% | +1.9% |
| 30D | -7.8% | +3.5% | -11.3% | -9.2% |
| 3M | -22.4% | +5.9% | -28.3% | -24.5% |
| 6M | -26.0% | +19.4% | -45.4% | -31.6% |
| YTD | -29.3% | +27.7% | -56.9% | -36.7% |
| 1Y | -37.5% | +30.9% | -68.4% | -44.7% |
| 3Y | +31.9% | +104.2% | -72.3% | -4.3% |
| 5Y | -33.4% | +89.6% | -123.0% | -50.8% |
| 10Y | +15.7% | +280.0% | -264.3% | -33.5% |
| All | +15.7% | +294.2% | -278.5% | -33.5% |
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