+304.8%
SPY vs BABA
+11.0%
+293.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | 0.0% |
| 7D | -0.6% | +2.4% | -2.9% | -1.0% |
| 30D | -3.7% | -7.8% | +4.1% | -2.5% |
| 3M | -2.7% | -22.4% | +19.6% | +1.0% |
| 6M | +2.2% | -26.0% | +28.2% | +6.5% |
| YTD | +10.8% | -29.3% | +40.1% | +15.9% |
| 1Y | +11.2% | -37.5% | +48.7% | +18.5% |
| 3Y | +76.5% | +31.9% | +44.6% | +60.6% |
| 5Y | +72.9% | -33.4% | +106.4% | +72.6% |
| 10Y | +304.8% | +15.7% | +289.1% | +263.2% |
| All | +304.8% | +11.0% | +293.8% | +263.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 10y: compounded portfolio wealth divided by compounded BABA 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…
10y analysis · Full analysis span regression · 6 months rolling