+16.0%
BABA vs NEM
+341.0%
-324.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.9% |
| 7D | -3.6% | +0.3% | -3.9% | -3.7% |
| 30D | -8.4% | +1.1% | -9.5% | -8.7% |
| 3M | -20.6% | +1.3% | -21.9% | -21.1% |
| 6M | -25.4% | -1.4% | -24.0% | -25.7% |
| YTD | -30.1% | +19.4% | -49.5% | -33.0% |
| 1Y | -36.3% | +32.9% | -69.2% | -40.2% |
| 3Y | +30.4% | +267.0% | -236.6% | +0.8% |
| 5Y | -35.7% | +131.0% | -166.7% | -47.5% |
| 10Y | +16.0% | +379.9% | -363.9% | -11.9% |
| All | +16.0% | +341.0% | -324.9% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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