-34.1%
BABA vs OMC
+22.0%
-56.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +11.6% | +6.3% | +5.3% | +11.1% |
| 30D | +2.3% | +15.4% | -13.1% | +1.2% |
| 3M | -13.7% | +5.8% | -19.4% | -14.2% |
| 6M | -21.9% | +14.7% | -36.6% | -23.0% |
| YTD | -24.6% | +10.3% | -34.9% | -25.2% |
| 1Y | -34.1% | +23.2% | -57.3% | -36.2% |
| All | -34.1% | +22.0% | -56.1% | -36.2% |
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