-39.8%
BABA vs EXE
+76.7%
-116.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -13.8% | +5.3% | -19.1% | -14.6% |
| 30D | -15.1% | -2.2% | -12.9% | -14.9% |
| 3M | -22.7% | -5.9% | -16.9% | -22.0% |
| 6M | -34.7% | -5.7% | -29.0% | -34.2% |
| YTD | -35.0% | -17.8% | -17.2% | -33.1% |
| 1Y | -40.4% | -23.1% | -17.3% | -37.8% |
| 3Y | +21.9% | +21.2% | +0.7% | +13.8% |
| All | -39.8% | +76.7% | -116.5% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling