+15.8%
BABA vs FIX
+4,032.2%
-4,016.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +9.4% | -13.1% | -5.0% |
| 7D | +3.8% | -7.2% | +11.1% | +4.2% |
| 30D | -5.4% | -35.1% | +29.7% | -0.3% |
| 3M | -17.9% | -34.3% | +16.3% | -14.0% |
| 6M | -24.1% | -42.9% | +18.9% | -19.2% |
| YTD | -27.4% | +19.5% | -46.9% | -31.3% |
| 1Y | -36.1% | +16.8% | -52.8% | -39.4% |
| 3Y | +35.4% | +506.7% | -471.3% | -7.8% |
| 5Y | -30.1% | +1,046.7% | -1,076.8% | -58.9% |
| 10Y | +15.8% | +3,800.0% | -3,784.1% | -46.5% |
| All | +15.8% | +4,032.2% | -4,016.4% | -46.5% |
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