-33.4%
BABA vs SPOT
+118.7%
-152.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.4% |
| 7D | +2.4% | +1.0% | +1.3% | +2.0% |
| 30D | -7.8% | +14.6% | -22.3% | -11.7% |
| 3M | -22.4% | +18.4% | -40.8% | -26.7% |
| 6M | -26.0% | +45.1% | -71.1% | -34.9% |
| YTD | -29.3% | +4.4% | -33.7% | -32.1% |
| 1Y | -37.5% | -2.7% | -34.8% | -38.7% |
| 3Y | +31.9% | +254.6% | -222.6% | -27.5% |
| 5Y | -33.4% | +124.8% | -158.2% | -53.5% |
| All | -33.4% | +118.7% | -152.2% | -53.5% |
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