-31.3%
BABA vs F
+55.4%
-86.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.8% |
| 7D | -4.8% | +5.3% | -10.1% | -6.4% |
| 30D | -11.9% | +4.6% | -16.5% | -13.4% |
| 3M | -9.3% | -3.7% | -5.6% | -8.6% |
| 6M | -14.2% | +16.8% | -31.1% | -20.0% |
| YTD | -22.0% | +15.3% | -37.3% | -27.1% |
| 1Y | -12.7% | +31.0% | -43.7% | -22.4% |
| 3Y | +26.7% | +45.4% | -18.8% | +3.6% |
| All | -31.3% | +55.4% | -86.7% | -51.9% |
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