+15.8%
BABA vs EMR
+319.4%
-303.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.4% | -8.1% | -5.4% |
| 7D | +3.8% | +2.1% | +1.7% | +2.8% |
| 30D | -5.4% | +4.8% | -10.1% | -7.3% |
| 3M | -17.9% | +7.5% | -25.4% | -20.6% |
| 6M | -24.1% | +20.9% | -44.9% | -30.1% |
| YTD | -27.4% | +29.2% | -56.6% | -35.3% |
| 1Y | -36.1% | +33.0% | -69.0% | -43.7% |
| 3Y | +35.4% | +109.8% | -74.4% | -2.6% |
| 5Y | -30.1% | +91.9% | -122.0% | -48.5% |
| 10Y | +15.8% | +301.5% | -285.7% | -31.1% |
| All | +15.8% | +319.4% | -303.6% | -31.1% |
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