-40.4%
BABA vs FIX
+15.7%
-56.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -13.8% | +9.4% | -23.2% | -14.4% |
| 30D | -15.1% | -27.8% | +12.7% | -12.1% |
| 3M | -22.7% | -35.6% | +12.8% | -19.1% |
| 6M | -34.7% | -45.2% | +10.5% | -30.0% |
| YTD | -35.0% | +19.5% | -54.5% | -42.9% |
| 1Y | -40.4% | +24.2% | -64.6% | -48.5% |
| All | -40.4% | +15.7% | -56.1% | -48.5% |
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 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