-39.8%
BABA vs NEM
+120.8%
-160.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -13.8% | -6.4% | -7.3% | -12.3% |
| 30D | -15.1% | +1.4% | -16.5% | -15.5% |
| 3M | -22.7% | -0.7% | -22.0% | -23.0% |
| 6M | -34.7% | -4.5% | -30.2% | -34.5% |
| YTD | -35.0% | +14.0% | -49.1% | -38.3% |
| 1Y | -40.4% | +27.3% | -67.7% | -45.0% |
| 3Y | +21.9% | +250.5% | -228.6% | -19.2% |
| All | -39.8% | +120.8% | -160.6% | -54.6% |
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