+36.3%
BABA vs EXE
+3.8%
+32.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.4% |
| 7D | +11.6% | -6.6% | +18.2% | +12.8% |
| 30D | +2.3% | -4.0% | +6.3% | +2.8% |
| 3M | -13.7% | -7.5% | -6.2% | -12.7% |
| 6M | -21.9% | -11.7% | -10.2% | -20.4% |
| YTD | -24.6% | -22.0% | -2.7% | -21.5% |
| 1Y | -34.1% | -21.8% | -12.3% | -31.6% |
| 3Y | +36.3% | +8.0% | +28.2% | +27.9% |
| All | +36.3% | +3.8% | +32.4% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 3y: compounded portfolio wealth divided by compounded EXE 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…
3y analysis · Full analysis span regression · 6 months rolling