+1,535.1%
AMZN vs BABA
+17.8%
+1,517.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.2% |
| 7D | +8.0% | +2.4% | +5.7% | +7.3% |
| 30D | +3.2% | -7.8% | +11.0% | +5.4% |
| 3M | -2.6% | -22.4% | +19.8% | +3.9% |
| 6M | -0.7% | -26.0% | +25.3% | +6.9% |
| YTD | +17.4% | -29.3% | +46.6% | +26.7% |
| 1Y | +9.0% | -37.5% | +46.6% | +21.5% |
| 3Y | +88.7% | +31.9% | +56.8% | +62.0% |
| 5Y | +55.6% | -33.4% | +89.0% | +53.8% |
| 10Y | +629.7% | +15.7% | +614.0% | +462.4% |
| All | +1,535.1% | +17.8% | +1,517.3% | +1,061.8% |
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