-35.3%
BABA vs OMC
+24.5%
-59.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.2% | -0.3% | +4.5% |
| 7D | +4.3% | +12.5% | -8.2% | +3.4% |
| 30D | -5.0% | +16.3% | -21.3% | -6.0% |
| 3M | -18.4% | +8.1% | -26.4% | -19.0% |
| 6M | -20.3% | +17.2% | -37.4% | -21.6% |
| YTD | -27.5% | +11.8% | -39.3% | -28.1% |
| 1Y | -35.3% | +23.9% | -59.3% | -37.2% |
| All | -35.3% | +24.5% | -59.9% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling