+17.6%
BABA vs EXPE
+176.0%
-158.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.7% |
| 7D | -4.8% | -9.5% | +4.8% | -2.6% |
| 30D | -11.9% | -6.6% | -5.3% | -10.6% |
| 3M | -9.3% | +31.4% | -40.6% | -15.2% |
| 6M | -14.2% | +35.2% | -49.4% | -21.0% |
| YTD | -22.0% | +5.8% | -27.8% | -24.5% |
| 1Y | -12.7% | +38.7% | -51.4% | -21.6% |
| 3Y | +26.7% | +175.8% | -149.1% | -8.4% |
| 5Y | -29.3% | +111.8% | -141.2% | -47.3% |
| All | +17.6% | +176.0% | -158.4% | -26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling