-35.3%
BABA vs EXPD
+53.8%
-89.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.2% | +8.2% | +5.0% |
| 7D | +4.3% | +0.3% | +4.0% | +4.2% |
| 30D | -5.0% | +1.8% | -6.8% | -5.1% |
| 3M | -18.4% | +8.9% | -27.3% | -18.6% |
| 6M | -20.3% | +42.2% | -62.5% | -21.6% |
| YTD | -27.5% | +33.4% | -60.9% | -28.4% |
| 1Y | -35.3% | +47.2% | -82.5% | -35.8% |
| All | -35.3% | +53.8% | -89.1% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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