+28.2%
BABA vs EXPD
+416.5%
-388.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | -4.8% | -1.1% | -3.6% | -4.3% |
| 30D | -11.9% | +4.1% | -16.0% | -13.4% |
| 3M | -9.3% | +17.9% | -27.2% | -15.5% |
| 6M | -14.2% | +29.2% | -43.5% | -23.7% |
| YTD | -22.0% | +27.4% | -49.4% | -30.8% |
| 1Y | -12.7% | +56.8% | -69.5% | -29.8% |
| 3Y | +26.7% | +68.0% | -41.4% | -3.1% |
| 5Y | -29.3% | +61.9% | -91.2% | -46.4% |
| 10Y | +21.2% | +316.0% | -294.8% | -42.0% |
| All | +28.2% | +416.5% | -388.3% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling