-33.8%
BABA vs F
+1.5%
-35.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.9% |
| 7D | +8.6% | +1.4% | +7.2% | +8.2% |
| 30D | -1.1% | +2.0% | -3.1% | -1.6% |
| 3M | -15.9% | -10.4% | -5.6% | -14.1% |
| 6M | -17.5% | +9.7% | -27.3% | -24.7% |
| YTD | -25.6% | -1.2% | -24.4% | -30.2% |
| 1Y | -33.8% | 0.0% | -33.9% | -37.8% |
| All | -33.8% | +1.5% | -35.3% | -37.8% |
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