+367.1%
SPY vs BABA
+29.8%
+337.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | +0.1% | -4.8% | +4.9% | +0.9% |
| 30D | +0.1% | -11.9% | +11.9% | +2.0% |
| 3M | +2.0% | -9.3% | +11.3% | +3.2% |
| 6M | +13.0% | -14.2% | +27.3% | +15.1% |
| YTD | +13.5% | -22.0% | +35.6% | +17.2% |
| 1Y | +20.0% | -12.7% | +32.7% | +20.8% |
| 3Y | +77.2% | +26.7% | +50.5% | +62.5% |
| 5Y | +81.9% | -29.3% | +111.2% | +78.3% |
| 10Y | +314.1% | +21.2% | +292.8% | +246.7% |
| All | +367.1% | +29.8% | +337.3% | +267.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling