-35.9%
BABA vs FOXA
+3.3%
-39.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -3.8% |
| 7D | +3.8% | +7.9% | -4.0% | +3.4% |
| 30D | -5.4% | +8.5% | -13.8% | -5.8% |
| 3M | -17.9% | +6.2% | -24.1% | -18.2% |
| 6M | -24.1% | +8.0% | -32.1% | -24.9% |
| YTD | -27.4% | -6.5% | -21.0% | -22.3% |
| All | -35.9% | +3.3% | -39.2% | -29.2% |
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