+15.8%
BABA vs F
+88.0%
-72.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.4% | -3.9% |
| 7D | +3.8% | -0.6% | +4.5% | +4.0% |
| 30D | -5.4% | +2.9% | -8.3% | -6.2% |
| 3M | -17.9% | -9.5% | -8.5% | -15.9% |
| 6M | -24.1% | +4.0% | -28.1% | -26.0% |
| YTD | -27.4% | -1.3% | -26.2% | -28.4% |
| 1Y | -36.1% | -1.9% | -34.1% | -36.8% |
| 3Y | +35.4% | +53.5% | -18.1% | +13.3% |
| 5Y | -30.1% | -15.1% | -14.9% | -33.4% |
| 10Y | +15.8% | +81.0% | -65.1% | -8.1% |
| All | +15.8% | +88.0% | -72.1% | -8.1% |
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