-40.4%
BABA vs EXC
+3.6%
-44.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | +0.3% |
| 7D | -13.8% | +1.4% | -15.1% | -13.5% |
| 30D | -15.1% | +8.6% | -23.7% | -13.5% |
| 3M | -22.7% | +2.4% | -25.1% | -22.5% |
| 6M | -34.7% | +6.5% | -41.1% | -34.1% |
| YTD | -35.0% | +9.0% | -44.1% | -33.3% |
| 1Y | -40.4% | +4.6% | -45.0% | -39.1% |
| All | -40.4% | +3.6% | -44.0% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling