-20.3%
BABA vs F
+9.4%
-29.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +4.4% |
| 7D | +4.3% | +6.0% | -1.7% | +3.3% |
| 30D | -5.0% | +4.3% | -9.3% | -5.7% |
| 3M | -18.4% | -10.1% | -8.3% | -17.3% |
| 6M | -20.3% | +12.8% | -33.0% | -23.9% |
| All | -20.3% | +9.4% | -29.7% | -23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling