+23.9%
BABA vs EMR
+241.4%
-217.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +11.6% | -1.6% | +13.2% | +12.2% |
| 30D | +2.3% | +2.0% | +0.3% | +1.4% |
| 3M | -13.7% | +3.8% | -17.5% | -15.3% |
| 6M | -21.9% | +10.5% | -32.4% | -25.7% |
| YTD | -24.6% | +23.7% | -48.4% | -31.8% |
| 1Y | -34.1% | +25.4% | -59.5% | -40.8% |
| 3Y | +36.3% | +86.6% | -50.3% | +1.7% |
| 5Y | -26.7% | +83.0% | -109.7% | -45.4% |
| 10Y | +19.2% | +319.5% | -300.3% | -41.0% |
| All | +23.9% | +241.4% | -217.5% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling