+36.3%
BABA vs SPOT
+255.6%
-219.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +1.5% |
| 7D | +11.6% | +1.6% | +10.0% | +11.4% |
| 30D | +2.3% | +17.6% | -15.3% | +0.4% |
| 3M | -13.7% | +26.9% | -40.6% | -16.2% |
| 6M | -21.9% | +41.8% | -63.7% | -25.4% |
| YTD | -24.6% | +3.8% | -28.5% | -25.5% |
| 1Y | -34.1% | -2.5% | -31.6% | -34.4% |
| 3Y | +36.3% | +260.6% | -224.3% | +30.1% |
| All | +36.3% | +255.6% | -219.3% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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