-31.3%
BABA vs FIX
+2,061.9%
-2,093.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.0% |
| 7D | -4.8% | +6.0% | -10.8% | -5.5% |
| 30D | -11.9% | -7.2% | -4.7% | -11.2% |
| 3M | -9.3% | -15.9% | +6.6% | -7.9% |
| 6M | -14.2% | +12.7% | -27.0% | -16.6% |
| YTD | -22.0% | +72.8% | -94.8% | -28.3% |
| 1Y | -12.7% | +122.9% | -135.6% | -22.5% |
| 3Y | +26.7% | +774.3% | -747.7% | -18.6% |
| All | -31.3% | +2,061.9% | -2,093.2% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling