+23.9%
BABA vs NEM
+536.2%
-512.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | +11.6% | +13.4% | -1.8% | +9.7% |
| 30D | +2.3% | +6.5% | -4.2% | +1.3% |
| 3M | -13.7% | +14.9% | -28.6% | -15.6% |
| 6M | -21.9% | +5.5% | -27.4% | -22.9% |
| YTD | -24.6% | +21.9% | -46.5% | -27.2% |
| 1Y | -34.1% | +47.9% | -82.0% | -38.0% |
| 3Y | +36.3% | +238.2% | -201.9% | +14.0% |
| 5Y | -26.7% | +146.2% | -172.9% | -37.2% |
| 10Y | +19.2% | +309.3% | -290.1% | -1.8% |
| All | +23.9% | +536.2% | -512.3% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling