+36.3%
BABA vs FFIV
+102.2%
-65.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +11.6% | -8.1% | +19.8% | +13.3% |
| 30D | +2.3% | -33.4% | +35.7% | +10.0% |
| 3M | -13.7% | -24.7% | +11.1% | -10.0% |
| 6M | -21.9% | -8.8% | -13.1% | -22.4% |
| YTD | -24.6% | +21.8% | -46.4% | -30.6% |
| 1Y | -34.1% | +25.3% | -59.4% | -39.8% |
| 3Y | +36.3% | +101.2% | -64.9% | -1.3% |
| All | +36.3% | +102.2% | -65.9% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling