-19.5%
BABA vs OMC
+5.6%
-25.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | -0.2% | -5.8% | +5.6% | +0.3% |
| 30D | -12.3% | -4.8% | -7.4% | -12.0% |
| 3M | -5.3% | +9.2% | -14.5% | -6.4% |
| 6M | -13.1% | -2.5% | -10.6% | -13.2% |
| YTD | -22.4% | +2.6% | -25.0% | -22.5% |
| 1Y | -19.5% | +5.9% | -25.4% | -19.7% |
| All | -19.5% | +5.6% | -25.1% | -19.7% |
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