+15.6%
BABA vs F
+82.1%
-66.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.0% |
| 7D | +8.6% | +1.4% | +7.2% | +8.2% |
| 30D | -1.1% | +2.0% | -3.1% | -1.7% |
| 3M | -15.9% | -10.4% | -5.6% | -13.6% |
| 6M | -17.5% | +9.7% | -27.3% | -20.9% |
| YTD | -25.6% | -1.2% | -24.4% | -26.6% |
| 1Y | -33.8% | 0.0% | -33.9% | -35.0% |
| 3Y | +34.6% | +41.1% | -6.5% | +15.6% |
| 5Y | -27.7% | -11.4% | -16.2% | -31.7% |
| All | +15.6% | +82.1% | -66.5% | -7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling