-59.2%
BABA vs EXE
+161.7%
-220.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -2.9% |
| 7D | +2.4% | -2.2% | +4.6% | +2.7% |
| 30D | -7.8% | -0.3% | -7.4% | -7.8% |
| 3M | -22.4% | -9.3% | -13.1% | -21.3% |
| 6M | -26.0% | -7.2% | -18.8% | -25.3% |
| YTD | -29.3% | -18.9% | -10.4% | -27.3% |
| 1Y | -37.5% | -21.7% | -15.8% | -35.4% |
| 3Y | +31.9% | +21.0% | +10.9% | +24.6% |
| 5Y | -33.4% | +76.0% | -109.4% | -39.5% |
| All | -59.2% | +161.7% | -220.9% | -63.5% |
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