+1,465.3%
AMZN vs BABA
+25.5%
+1,439.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | +7.9% | +11.6% | -3.8% | +4.7% |
| 30D | -0.2% | +2.3% | -2.5% | -0.8% |
| 3M | -4.8% | -13.7% | +8.9% | -1.2% |
| 6M | -5.7% | -21.9% | +16.2% | +0.1% |
| YTD | +12.3% | -24.6% | +37.0% | +19.3% |
| 1Y | +6.7% | -34.1% | +40.8% | +17.3% |
| 3Y | +85.6% | +36.3% | +49.3% | +58.2% |
| 5Y | +47.4% | -26.7% | +74.1% | +41.4% |
| 10Y | +586.8% | +19.2% | +567.6% | +426.4% |
| All | +1,465.3% | +25.5% | +1,439.8% | +994.3% |
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