+21.9%
BABA vs NEM
+250.8%
-228.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.9% | -2.1% | -6.1% |
| 7D | -12.7% | -5.9% | -6.8% | -11.6% |
| 30D | -14.9% | -2.6% | -12.3% | -14.5% |
| 3M | -24.6% | -4.2% | -20.4% | -24.3% |
| 6M | -29.3% | -5.5% | -23.9% | -29.0% |
| YTD | -35.0% | +13.5% | -48.6% | -37.1% |
| 1Y | -39.7% | +22.2% | -61.9% | -42.4% |
| All | +21.9% | +250.8% | -228.9% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling