-31.1%
BABA vs SPOT
+227.0%
-258.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.4% | +2.2% |
| 7D | -4.8% | -0.9% | -3.8% | -4.5% |
| 30D | -11.9% | +12.5% | -24.4% | -15.0% |
| 3M | -9.3% | +9.9% | -19.2% | -12.1% |
| 6M | -14.2% | +1.6% | -15.8% | -15.9% |
| YTD | -22.0% | -6.6% | -15.4% | -22.4% |
| 1Y | -12.7% | -22.9% | +10.2% | -8.1% |
| 3Y | +26.7% | +244.3% | -217.6% | -23.8% |
| 5Y | -29.3% | +117.8% | -147.1% | -54.2% |
| All | -31.1% | +227.0% | -258.1% | -66.7% |
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