+16.0%
BABA vs EMR
+281.0%
-265.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -3.6% | -2.0% | -1.6% | -3.0% |
| 30D | -8.4% | +2.8% | -11.2% | -9.6% |
| 3M | -20.6% | +2.0% | -22.6% | -21.5% |
| 6M | -25.4% | +20.7% | -46.1% | -31.3% |
| YTD | -30.1% | +27.3% | -57.4% | -37.3% |
| 1Y | -36.3% | +31.0% | -67.3% | -43.7% |
| 3Y | +30.4% | +103.6% | -73.2% | -5.3% |
| 5Y | -35.7% | +88.6% | -124.3% | -52.4% |
| 10Y | +16.0% | +280.6% | -264.6% | -33.1% |
| All | +16.0% | +281.0% | -265.0% | -33.1% |
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