-36.3%
BABA vs OMC
+26.4%
-62.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.6% | +1.6% | -5.1% | -3.7% |
| 30D | -8.4% | +15.3% | -23.7% | -9.4% |
| 3M | -20.6% | +4.5% | -25.1% | -21.0% |
| 6M | -25.4% | +20.8% | -46.1% | -26.9% |
| YTD | -30.1% | +13.5% | -43.6% | -30.6% |
| 1Y | -36.3% | +25.2% | -61.5% | -38.6% |
| All | -36.3% | +26.4% | -62.7% | -38.6% |
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