Custom allocation

You can use custom weights:

from empyrial import empyrial, Engine

portfolio = Engine(
      start_date = "2018-01-01",
      portfolio= ["BABA", "PDD", "KO", "AMD","^IXIC"], 
      weights = [0.1, 0.3, 0.15, 0.25, 0.2], #custom weights
)

empyrial(portfolio)