-33.4%
BABA vs F
-14.7%
-18.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +2.4% | +1.0% | +1.4% | +2.0% |
| 30D | -7.8% | +2.1% | -9.9% | -8.4% |
| 3M | -22.4% | -10.3% | -12.1% | -20.0% |
| 6M | -26.0% | +3.3% | -29.2% | -28.3% |
| YTD | -29.3% | -2.0% | -27.3% | -30.4% |
| 1Y | -37.5% | -2.3% | -35.2% | -38.5% |
| 3Y | +31.9% | +49.9% | -18.0% | +5.0% |
| 5Y | -33.4% | -12.5% | -21.0% | -40.9% |
| All | -33.4% | -14.7% | -18.7% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling