+19.2%
BABA vs F
+42.8%
-23.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +4.0% |
| 7D | +4.3% | +6.0% | -1.7% | +2.5% |
| 30D | -5.0% | +4.3% | -9.3% | -6.2% |
| 3M | -18.4% | -10.1% | -8.3% | -16.1% |
| 6M | -20.3% | +12.8% | -33.0% | -24.3% |
| YTD | -27.5% | -0.1% | -27.4% | -28.7% |
| 1Y | -35.3% | +3.7% | -39.0% | -37.2% |
| 3Y | +31.2% | +42.7% | -11.5% | +11.4% |
| 5Y | -32.1% | -11.0% | -21.1% | -36.0% |
| 10Y | +14.7% | +87.0% | -72.4% | -17.6% |
| All | +19.2% | +42.8% | -23.6% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling