+28.2%
BABA vs OMC
+73.4%
-45.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.0% |
| 7D | -4.8% | -6.4% | +1.7% | -3.0% |
| 30D | -11.9% | +1.1% | -13.0% | -12.4% |
| 3M | -9.3% | +10.4% | -19.7% | -12.5% |
| 6M | -14.2% | -1.7% | -12.5% | -14.5% |
| YTD | -22.0% | +4.4% | -26.5% | -24.3% |
| 1Y | -12.7% | +8.4% | -21.2% | -16.7% |
| 3Y | +26.7% | +14.4% | +12.3% | +16.0% |
| 5Y | -29.3% | +33.9% | -63.2% | -39.3% |
| 10Y | +21.2% | +34.9% | -13.6% | +2.9% |
| All | +28.2% | +73.4% | -45.3% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling