-12.7%
BABA vs EXPE
+40.7%
-53.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.4% |
| 7D | -4.8% | -9.5% | +4.8% | -4.1% |
| 30D | -11.9% | -6.6% | -5.3% | -11.5% |
| 3M | -9.3% | +31.4% | -40.6% | -10.7% |
| 6M | -14.2% | +35.2% | -49.4% | -15.7% |
| YTD | -22.0% | +5.8% | -27.8% | -22.3% |
| 1Y | -12.7% | +38.7% | -51.4% | -13.4% |
| All | -12.7% | +40.7% | -53.4% | -13.4% |
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