-55.1%
BABA vs EXE
+191.4%
-246.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.5% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | -11.9% | +8.5% | -20.4% | -13.1% |
| 3M | -9.3% | +5.5% | -14.7% | -10.2% |
| 6M | -14.2% | -5.9% | -8.4% | -13.6% |
| YTD | -22.0% | -9.7% | -12.3% | -21.1% |
| 1Y | -12.7% | +3.6% | -16.3% | -14.0% |
| 3Y | +26.7% | +18.0% | +8.6% | +20.2% |
| 5Y | -29.3% | +109.4% | -138.8% | -37.2% |
| All | -55.1% | +191.4% | -246.4% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling