+34.5%
BABA vs FIX
+420.3%
-385.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -11.6% | +14.2% | +3.4% |
| 7D | +8.6% | -27.2% | +35.8% | +10.7% |
| 30D | -1.1% | -46.9% | +45.8% | +3.2% |
| 3M | -15.9% | -44.4% | +28.5% | -12.7% |
| 6M | -17.5% | -50.9% | +33.4% | -13.8% |
| YTD | -25.6% | +3.5% | -29.1% | -26.4% |
| 1Y | -33.8% | -2.1% | -31.7% | -34.4% |
| All | +34.5% | +420.3% | -385.7% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling