-29.9%
BABA vs NEM
+152.5%
-182.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.2% | +3.9% | -4.0% | -1.1% |
| 30D | -12.3% | +12.7% | -25.0% | -15.1% |
| 3M | -5.3% | +28.7% | -34.0% | -11.8% |
| 6M | -13.1% | +9.8% | -22.8% | -16.0% |
| YTD | -22.4% | +28.1% | -50.5% | -28.3% |
| 1Y | -19.5% | +69.3% | -88.8% | -31.2% |
| 3Y | +32.9% | +247.7% | -214.7% | -10.6% |
| 5Y | -29.9% | +153.4% | -183.2% | -49.9% |
| All | -29.9% | +152.5% | -182.4% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling