+1,460.5%
AMZN vs BABA
+29.8%
+1,430.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.5% |
| 7D | -3.0% | -4.8% | +1.8% | -1.7% |
| 30D | -5.2% | -11.9% | +6.7% | -2.1% |
| 3M | +1.9% | -9.3% | +11.1% | +4.3% |
| 6M | +19.2% | -14.2% | +33.5% | +23.3% |
| YTD | +12.0% | -22.0% | +34.0% | +18.0% |
| 1Y | +9.7% | -12.7% | +22.4% | +11.2% |
| 3Y | +87.2% | +26.7% | +60.5% | +63.2% |
| 5Y | +48.7% | -29.3% | +78.0% | +44.4% |
| 10Y | +569.3% | +21.2% | +548.1% | +411.3% |
| All | +1,460.5% | +29.8% | +1,430.7% | +982.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling