+72.9%
SPY vs BABA
-33.3%
+106.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | -0.1% |
| 7D | -0.6% | +2.4% | -2.9% | -0.9% |
| 30D | -3.7% | -7.8% | +4.1% | -2.8% |
| 3M | -2.7% | -22.4% | +19.6% | 0.0% |
| 6M | +2.2% | -26.0% | +28.2% | +5.4% |
| YTD | +10.8% | -29.3% | +40.1% | +14.6% |
| 1Y | +11.2% | -37.5% | +48.7% | +16.6% |
| 3Y | +76.5% | +31.9% | +44.6% | +65.5% |
| 5Y | +72.9% | -33.4% | +106.4% | +70.6% |
| All | +72.9% | -33.3% | +106.3% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling