-37.5%
BABA vs OMC
+24.9%
-62.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +2.4% | +6.8% | -4.5% | +1.8% |
| 30D | -7.8% | +16.2% | -23.9% | -8.8% |
| 3M | -22.4% | +6.0% | -28.4% | -22.8% |
| 6M | -26.0% | +17.7% | -43.7% | -27.2% |
| YTD | -29.3% | +13.5% | -42.7% | -29.9% |
| 1Y | -37.5% | +27.2% | -64.7% | -39.8% |
| All | -37.5% | +24.9% | -62.4% | -39.8% |
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