-34.3%
BABA vs SPOT
+270.3%
-304.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.8% | +3.2% |
| 7D | +8.6% | +10.3% | -1.7% | +5.5% |
| 30D | -1.1% | +25.9% | -27.0% | -7.9% |
| 3M | -15.9% | +27.4% | -43.3% | -22.2% |
| 6M | -17.5% | +46.5% | -64.0% | -27.5% |
| YTD | -25.6% | +5.8% | -31.4% | -29.0% |
| 1Y | -33.8% | -0.9% | -32.9% | -35.7% |
| 3Y | +34.6% | +261.5% | -226.8% | -20.0% |
| 5Y | -27.7% | +112.6% | -140.2% | -53.1% |
| All | -34.3% | +270.3% | -304.6% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling