+28.2%
BABA vs EMR
+221.4%
-193.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +0.6% |
| 7D | -4.8% | -1.5% | -3.2% | -4.2% |
| 30D | -11.9% | -5.6% | -6.3% | -10.1% |
| 3M | -9.3% | +7.9% | -17.2% | -12.6% |
| 6M | -14.2% | +6.0% | -20.3% | -17.1% |
| YTD | -22.0% | +16.4% | -38.5% | -27.6% |
| 1Y | -12.7% | +16.6% | -29.3% | -19.2% |
| 3Y | +26.7% | +62.9% | -36.2% | 0.0% |
| 5Y | -29.3% | +60.1% | -89.4% | -44.6% |
| 10Y | +21.2% | +268.8% | -247.5% | -36.3% |
| All | +28.2% | +221.4% | -193.2% | -27.6% |
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