-35.3%
BABA vs F
+2.7%
-38.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +4.2% |
| 7D | +4.3% | +6.0% | -1.7% | +2.9% |
| 30D | -5.0% | +4.3% | -9.3% | -5.9% |
| 3M | -18.4% | -10.1% | -8.3% | -16.7% |
| 6M | -20.3% | +12.8% | -33.0% | -27.8% |
| YTD | -27.5% | -0.1% | -27.4% | -32.1% |
| 1Y | -35.3% | +3.7% | -39.0% | -39.4% |
| All | -35.3% | +2.7% | -38.0% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling