+87.6%
AMZN vs BABA
+21.2%
+66.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.1% | +7.5% | +1.7% |
| 7D | +2.8% | -12.7% | +15.5% | +5.1% |
| 30D | +3.4% | -14.9% | +18.3% | +6.2% |
| 3M | +0.1% | -24.6% | +24.7% | +4.7% |
| 6M | +0.6% | -29.3% | +30.0% | +6.0% |
| YTD | +15.9% | -35.0% | +50.9% | +22.7% |
| 1Y | +9.5% | -39.7% | +49.2% | +17.1% |
| All | +87.6% | +21.2% | +66.4% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling