-35.3%
BABA vs FOXA
+11.1%
-46.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.8% | +1.1% | +4.7% |
| 7D | +4.3% | +9.9% | -5.6% | +3.7% |
| 30D | -5.0% | +10.0% | -15.0% | -5.5% |
| 3M | -18.4% | +18.4% | -36.8% | -19.2% |
| 6M | -20.3% | +12.2% | -32.5% | -21.4% |
| YTD | -27.5% | -3.8% | -23.7% | -22.5% |
| 1Y | -35.3% | +8.9% | -44.3% | -28.7% |
| All | -35.3% | +11.1% | -46.4% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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