+9.0%
AMZN vs BABA
-38.2%
+47.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.2% |
| 7D | +8.0% | +2.4% | +5.7% | +7.2% |
| 30D | +3.2% | -7.8% | +11.0% | +5.2% |
| 3M | -2.6% | -22.4% | +19.8% | +3.5% |
| 6M | -0.7% | -26.0% | +25.3% | +5.4% |
| YTD | +17.4% | -29.3% | +46.6% | +22.6% |
| 1Y | +9.0% | -37.5% | +46.6% | +16.1% |
| All | +9.0% | -38.2% | +47.2% | +16.1% |
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