-35.9%
BABA vs FND
-10.2%
-25.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.1% | -7.8% | -4.3% |
| 7D | +3.8% | +8.5% | -4.7% | +2.5% |
| 30D | -5.4% | +17.2% | -22.6% | -7.6% |
| 3M | -17.9% | -14.9% | -3.0% | -16.6% |
| 6M | -24.1% | +3.1% | -27.2% | -25.4% |
| YTD | -27.4% | -12.4% | -15.0% | -25.3% |
| All | -35.9% | -10.2% | -25.6% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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