-35.9%
BABA vs NEM
+45.8%
-81.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.5% | -7.2% | -4.5% |
| 7D | +3.8% | +14.7% | -10.9% | +0.4% |
| 30D | -5.4% | +6.2% | -11.6% | -7.0% |
| 3M | -17.9% | +11.0% | -28.9% | -20.6% |
| 6M | -24.1% | +7.9% | -32.0% | -25.7% |
| YTD | -27.4% | +26.2% | -53.6% | -31.8% |
| All | -35.9% | +45.8% | -81.7% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling