+9.0%
AMZN vs BABA
-18.7%
+27.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | -6.4% | -12.3% | +5.9% | -3.7% |
| 3M | +4.8% | -5.3% | +10.1% | +5.9% |
| 6M | +20.5% | -13.1% | +33.6% | +22.9% |
| YTD | +11.3% | -22.4% | +33.8% | +14.4% |
| 1Y | +9.0% | -19.5% | +28.4% | +9.4% |
| All | +9.0% | -18.7% | +27.7% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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