+28.2%
BABA vs NEM
+573.9%
-545.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.5% |
| 7D | -4.8% | +0.3% | -5.1% | -4.8% |
| 30D | -11.9% | +23.1% | -35.0% | -14.6% |
| 3M | -9.3% | +18.5% | -27.8% | -11.7% |
| 6M | -14.2% | +7.8% | -22.0% | -15.6% |
| YTD | -22.0% | +29.1% | -51.1% | -25.2% |
| 1Y | -12.7% | +72.7% | -85.4% | -19.6% |
| 3Y | +26.7% | +248.7% | -222.1% | +5.5% |
| 5Y | -29.3% | +148.7% | -178.0% | -39.7% |
| 10Y | +21.2% | +304.8% | -283.5% | -0.6% |
| All | +28.2% | +573.9% | -545.8% | +4.5% |
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