+35.4%
BABA vs SPOT
+255.8%
-220.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -3.8% |
| 7D | +3.8% | +2.5% | +1.3% | +3.5% |
| 30D | -5.4% | +15.1% | -20.5% | -6.9% |
| 3M | -17.9% | +24.8% | -42.7% | -20.1% |
| 6M | -24.1% | +45.8% | -69.8% | -27.8% |
| YTD | -27.4% | +4.9% | -32.3% | -28.4% |
| 1Y | -36.1% | -1.3% | -34.8% | -36.4% |
| 3Y | +35.4% | +257.7% | -222.3% | +28.1% |
| All | +35.4% | +255.8% | -220.4% | +28.1% |
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