+67.6%
SPY vs BABA
-28.1%
+95.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | -2.7% | +11.6% | -14.3% | -4.0% |
| 30D | -5.4% | +2.3% | -7.7% | -5.7% |
| 3M | -4.1% | -13.7% | +9.6% | -2.6% |
| 6M | +0.7% | -21.9% | +22.6% | +3.3% |
| YTD | +8.7% | -24.6% | +33.3% | +11.5% |
| 1Y | +10.9% | -34.1% | +45.0% | +15.5% |
| 3Y | +75.0% | +36.3% | +38.7% | +63.6% |
| All | +67.6% | -28.1% | +95.7% | +63.3% |
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