-28.3%
BABA vs SPOT
+110.1%
-138.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +1.8% |
| 7D | +11.6% | +1.6% | +10.0% | +11.1% |
| 30D | +2.3% | +17.6% | -15.3% | -2.8% |
| 3M | -13.7% | +26.9% | -40.6% | -20.1% |
| 6M | -21.9% | +41.8% | -63.7% | -30.8% |
| YTD | -24.6% | +3.8% | -28.5% | -27.5% |
| 1Y | -34.1% | -2.5% | -31.6% | -35.4% |
| 3Y | +36.3% | +260.6% | -224.3% | -25.5% |
| All | -28.3% | +110.1% | -138.4% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling