-34.1%
BABA vs EXPD
+35.2%
-69.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +1.3% |
| 7D | +11.6% | -7.2% | +18.8% | +11.6% |
| 30D | +2.3% | -3.3% | +5.6% | +2.1% |
| 3M | -13.7% | +3.4% | -17.1% | -14.0% |
| 6M | -21.9% | +22.7% | -44.6% | -23.0% |
| YTD | -24.6% | +24.5% | -49.2% | -26.2% |
| 1Y | -34.1% | +38.6% | -72.7% | -36.0% |
| All | -34.1% | +35.2% | -69.3% | -36.0% |
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