+15.6%
BABA vs FIX
+3,416.6%
-3,401.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -11.6% | +14.2% | +4.2% |
| 7D | +8.6% | -27.2% | +35.8% | +12.8% |
| 30D | -1.1% | -46.9% | +45.8% | +7.2% |
| 3M | -15.9% | -44.4% | +28.5% | -9.8% |
| 6M | -17.5% | -50.9% | +33.4% | -10.5% |
| YTD | -25.6% | +3.5% | -29.1% | -28.0% |
| 1Y | -33.8% | -2.1% | -31.7% | -35.6% |
| 3Y | +34.6% | +418.7% | -384.1% | -5.9% |
| 5Y | -27.7% | +894.6% | -922.2% | -56.4% |
| All | +15.6% | +3,416.6% | -3,401.0% | -42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling