-33.7%
BABA vs FOXA
+90.3%
-124.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.2% | -0.6% | +0.5% | -0.1% |
| 30D | -12.3% | +2.3% | -14.6% | -13.0% |
| 3M | -5.3% | -2.8% | -2.5% | -5.4% |
| 6M | -13.1% | +9.6% | -22.7% | -16.6% |
| YTD | -22.4% | -9.9% | -12.5% | -21.1% |
| 1Y | -19.5% | +5.4% | -24.9% | -22.3% |
| 3Y | +32.9% | +115.3% | -82.3% | +1.5% |
| 5Y | -29.9% | +93.1% | -122.9% | -44.6% |
| All | -33.7% | +90.3% | -124.0% | -49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling