+27.5%
BABA vs EXPE
+239.6%
-212.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.9% | +7.4% | +1.3% |
| 7D | -0.2% | -9.8% | +9.6% | +2.1% |
| 30D | -12.3% | -11.5% | -0.8% | -9.9% |
| 3M | -5.3% | +21.7% | -27.0% | -10.3% |
| 6M | -13.1% | +10.4% | -23.5% | -16.1% |
| YTD | -22.4% | -2.5% | -19.9% | -23.6% |
| 1Y | -19.5% | +27.3% | -46.8% | -26.6% |
| 3Y | +32.9% | +153.5% | -120.6% | -3.0% |
| 5Y | -29.9% | +91.1% | -121.0% | -46.9% |
| 10Y | +16.7% | +153.1% | -136.4% | -25.6% |
| All | +27.5% | +239.6% | -212.1% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling