-31.3%
BABA vs FOXA
+89.1%
-120.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +2.6% |
| 7D | -4.8% | -4.0% | -0.8% | -3.3% |
| 30D | -11.9% | +12.0% | -23.9% | -16.0% |
| 3M | -9.3% | +0.3% | -9.5% | -10.7% |
| 6M | -14.2% | +12.5% | -26.7% | -20.3% |
| YTD | -22.0% | -9.6% | -12.4% | -19.8% |
| 1Y | -12.7% | +8.6% | -21.3% | -18.6% |
| 3Y | +26.7% | +118.5% | -91.9% | -23.3% |
| All | -31.3% | +89.1% | -120.4% | -52.8% |
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