+22.3%
BABA vs FFIV
+143.1%
-120.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.5% | +8.1% | +4.5% |
| 7D | +8.6% | -14.2% | +22.8% | +14.0% |
| 30D | -1.1% | -33.6% | +32.6% | +12.1% |
| 3M | -15.9% | -24.2% | +8.3% | -9.7% |
| 6M | -17.5% | -8.3% | -9.3% | -17.6% |
| YTD | -25.6% | +22.1% | -47.7% | -33.7% |
| 1Y | -33.8% | +26.5% | -60.3% | -41.9% |
| 3Y | +34.6% | +102.3% | -67.7% | -4.4% |
| 5Y | -27.7% | +40.6% | -68.3% | -42.0% |
| 10Y | +17.7% | +129.7% | -112.0% | -24.0% |
| All | +22.3% | +143.1% | -120.8% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling