-28.3%
BABA vs FOXA
+70.7%
-99.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.8% |
| 7D | +11.6% | +5.4% | +6.3% | +9.3% |
| 30D | +2.3% | +6.3% | -4.0% | -0.3% |
| 3M | -13.7% | +8.3% | -22.0% | -16.8% |
| 6M | -21.9% | +7.6% | -29.5% | -26.0% |
| YTD | -24.6% | -7.9% | -16.7% | -23.3% |
| 1Y | -34.1% | +2.4% | -36.5% | -36.4% |
| 3Y | +36.3% | +120.3% | -84.1% | -18.3% |
| All | -28.3% | +70.7% | -99.0% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling