-37.5%
BABA vs FITB
+30.6%
-68.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | +2.4% | +0.5% | +1.9% | +2.3% |
| 30D | -7.8% | +7.0% | -14.8% | -8.0% |
| 3M | -22.4% | -4.4% | -18.0% | -22.4% |
| 6M | -26.0% | +11.6% | -37.5% | -27.2% |
| YTD | -29.3% | +18.6% | -47.9% | -31.5% |
| 1Y | -37.5% | +29.8% | -67.3% | -37.6% |
| All | -37.5% | +30.6% | -68.1% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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