-31.4%
BABA vs EQX
+73.3%
-104.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.3% | +0.3% |
| 7D | -2.9% | -7.0% | +4.1% | -1.5% |
| 30D | -15.1% | +4.8% | -19.9% | -16.3% |
| 3M | -5.0% | +25.6% | -30.7% | -10.5% |
| 6M | -19.9% | -25.8% | +5.9% | -16.3% |
| YTD | -25.3% | -12.7% | -12.5% | -25.3% |
| 1Y | -23.9% | +14.1% | -37.9% | -28.8% |
| 3Y | +28.1% | +165.7% | -137.6% | -7.0% |
| 5Y | -31.4% | +81.2% | -112.6% | -47.3% |
| All | -31.4% | +73.3% | -104.7% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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