-28.3%
BABA vs EMR
+80.8%
-109.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +11.6% | -1.6% | +13.2% | +12.3% |
| 30D | +2.3% | +2.0% | +0.3% | +1.3% |
| 3M | -13.7% | +3.8% | -17.5% | -15.5% |
| 6M | -21.9% | +10.5% | -32.4% | -26.0% |
| YTD | -24.6% | +23.7% | -48.4% | -32.7% |
| 1Y | -34.1% | +25.4% | -59.5% | -41.7% |
| 3Y | +36.3% | +86.6% | -50.3% | -5.1% |
| All | -28.3% | +80.8% | -109.0% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling