-35.3%
BABA vs FIX
+14.3%
-49.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -15.1% | +20.0% | +6.3% |
| 7D | +4.3% | -18.9% | +23.2% | +6.3% |
| 30D | -5.0% | -36.3% | +31.3% | -0.3% |
| 3M | -18.4% | -38.5% | +20.1% | -14.2% |
| 6M | -20.3% | -42.3% | +22.0% | -16.0% |
| YTD | -27.5% | +17.1% | -44.6% | -34.1% |
| 1Y | -35.3% | +14.4% | -49.7% | -41.1% |
| All | -35.3% | +14.3% | -49.6% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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