+31.9%
BABA vs EMR
+106.0%
-74.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.2% |
| 7D | +2.4% | +0.7% | +1.7% | +2.0% |
| 30D | -7.8% | +3.5% | -11.3% | -9.0% |
| 3M | -22.4% | +5.9% | -28.3% | -24.1% |
| 6M | -26.0% | +19.4% | -45.4% | -30.8% |
| YTD | -29.3% | +27.7% | -56.9% | -35.6% |
| 1Y | -37.5% | +30.9% | -68.4% | -43.7% |
| 3Y | +31.9% | +104.2% | -72.3% | +7.7% |
| All | +31.9% | +106.0% | -74.1% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling