-35.3%
BABA vs FFIV
+33.5%
-68.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.0% |
| 7D | +4.3% | -9.8% | +14.1% | +5.7% |
| 30D | -5.0% | -28.1% | +23.1% | -1.1% |
| 3M | -18.4% | -20.0% | +1.6% | -16.8% |
| 6M | -20.3% | -0.1% | -20.2% | -22.8% |
| YTD | -27.5% | +29.2% | -56.7% | -33.0% |
| 1Y | -35.3% | +36.6% | -71.9% | -40.0% |
| All | -35.3% | +33.5% | -68.8% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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