+33.7%
BABA vs FOXA
+115.5%
-81.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +2.0% |
| 7D | -4.8% | -4.0% | -0.8% | -4.0% |
| 30D | -11.9% | +12.0% | -23.9% | -14.1% |
| 3M | -9.3% | +0.3% | -9.5% | -9.9% |
| 6M | -14.2% | +12.5% | -26.7% | -17.7% |
| YTD | -22.0% | -9.6% | -12.4% | -20.0% |
| 1Y | -12.7% | +8.6% | -21.3% | -15.9% |
| All | +33.7% | +115.5% | -81.7% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling