+19.2%
BABA vs FN
+2,097.0%
-2,077.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.0% | +10.9% | +6.0% |
| 7D | +4.3% | -7.0% | +11.3% | +5.2% |
| 30D | -5.0% | -24.7% | +19.7% | -0.9% |
| 3M | -18.4% | -35.7% | +17.3% | -13.4% |
| 6M | -20.3% | -52.4% | +32.1% | -11.7% |
| YTD | -27.5% | -25.0% | -2.5% | -27.8% |
| 1Y | -35.3% | -25.7% | -9.7% | -35.9% |
| 3Y | +31.2% | +110.2% | -79.1% | -4.5% |
| 5Y | -32.1% | +192.3% | -224.5% | -56.5% |
| 10Y | +14.7% | +812.3% | -797.6% | -46.9% |
| All | +19.2% | +2,097.0% | -2,077.9% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling