+19.2%
BABA vs FIX
+7,938.4%
-7,919.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -15.1% | +20.0% | +7.1% |
| 7D | +4.3% | -18.9% | +23.2% | +7.1% |
| 30D | -5.0% | -36.3% | +31.3% | +1.0% |
| 3M | -18.4% | -38.5% | +20.1% | -13.0% |
| 6M | -20.3% | -42.3% | +22.0% | -14.8% |
| YTD | -27.5% | +17.1% | -44.6% | -31.2% |
| 1Y | -35.3% | +14.4% | -49.7% | -38.6% |
| 3Y | +31.2% | +486.7% | -455.5% | -11.8% |
| 5Y | -32.1% | +1,083.7% | -1,115.8% | -61.2% |
| 10Y | +14.7% | +3,932.4% | -3,917.8% | -52.6% |
| All | +19.2% | +7,938.4% | -7,919.2% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling