-35.3%
BABA vs EXPE
+48.9%
-84.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +10.5% | -5.6% | +3.9% |
| 7D | +4.3% | +14.6% | -10.4% | +3.0% |
| 30D | -5.0% | +21.4% | -26.4% | -6.5% |
| 3M | -18.4% | +1.4% | -19.7% | -18.7% |
| 6M | -20.3% | +28.6% | -48.9% | -21.6% |
| YTD | -27.5% | +12.1% | -39.6% | -28.4% |
| 1Y | -35.3% | +50.0% | -85.3% | -35.0% |
| All | -35.3% | +48.9% | -84.2% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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