+6.8%
BABA vs NEM
+492.6%
-485.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.9% | -2.1% | -6.4% |
| 7D | -12.7% | -5.9% | -6.8% | -11.9% |
| 30D | -14.9% | -2.6% | -12.3% | -14.6% |
| 3M | -24.6% | -4.2% | -20.4% | -24.4% |
| 6M | -29.3% | -5.5% | -23.9% | -29.2% |
| YTD | -35.0% | +13.5% | -48.6% | -36.6% |
| 1Y | -39.7% | +22.2% | -61.9% | -41.8% |
| 3Y | +21.2% | +249.0% | -227.8% | +1.2% |
| 5Y | -39.9% | +120.1% | -160.0% | -47.8% |
| 10Y | +7.8% | +356.3% | -348.5% | -10.8% |
| All | +6.8% | +492.6% | -485.9% | -11.4% |
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