-34.1%
BABA vs F
-0.9%
-33.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +11.6% | +1.6% | +10.1% | +11.2% |
| 30D | +2.3% | +2.6% | -0.4% | +1.6% |
| 3M | -13.7% | -8.8% | -4.9% | -12.3% |
| 6M | -21.9% | +4.6% | -26.5% | -27.4% |
| YTD | -24.6% | -1.9% | -22.7% | -29.2% |
| 1Y | -34.1% | -0.8% | -33.3% | -38.0% |
| All | -34.1% | -0.9% | -33.2% | -38.0% |
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 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