-34.1%
BABA vs FIX
+3.4%
-37.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.4% | -4.2% | +0.8% |
| 7D | +11.6% | -17.5% | +29.1% | +13.1% |
| 30D | +2.3% | -41.6% | +43.9% | +8.2% |
| 3M | -13.7% | -40.6% | +26.9% | -9.3% |
| 6M | -21.9% | -49.4% | +27.5% | -16.2% |
| YTD | -24.6% | +9.2% | -33.8% | -31.7% |
| 1Y | -34.1% | +6.5% | -40.6% | -40.2% |
| All | -34.1% | +3.4% | -37.5% | -40.2% |
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