-34.1%
BABA vs FN
-33.3%
-0.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.7% | -10.4% | +0.3% |
| 7D | +11.6% | 0.0% | +11.7% | +11.2% |
| 30D | +2.3% | -34.3% | +36.6% | +6.0% |
| 3M | -13.7% | -39.9% | +26.2% | -10.4% |
| 6M | -21.9% | -51.8% | +29.9% | -17.2% |
| YTD | -24.6% | -28.1% | +3.5% | -24.6% |
| 1Y | -34.1% | -29.1% | -5.0% | -34.3% |
| All | -34.1% | -33.3% | -0.8% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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