+34.5%
BABA vs EXPE
+142.8%
-108.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -13.7% | +16.4% | +4.3% |
| 7D | +8.6% | -3.6% | +12.2% | +8.7% |
| 30D | -1.1% | +4.8% | -5.9% | -2.0% |
| 3M | -15.9% | -14.6% | -1.3% | -14.7% |
| 6M | -17.5% | +10.0% | -27.5% | -19.1% |
| YTD | -25.6% | -3.3% | -22.3% | -26.0% |
| 1Y | -33.8% | +28.4% | -62.2% | -37.1% |
| All | +34.5% | +142.8% | -108.2% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling