-35.6%
BABA vs FOXA
+94.4%
-130.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | +11.6% | +5.4% | +6.3% | +9.9% |
| 30D | +2.3% | +6.3% | -4.0% | +0.4% |
| 3M | -13.7% | +8.3% | -22.0% | -15.9% |
| 6M | -21.9% | +7.6% | -29.5% | -24.7% |
| YTD | -24.6% | -7.9% | -16.7% | -24.0% |
| 1Y | -34.1% | +2.4% | -36.5% | -35.7% |
| 3Y | +36.3% | +120.3% | -84.1% | +3.2% |
| 5Y | -26.7% | +71.0% | -97.7% | -41.2% |
| All | -35.6% | +94.4% | -130.0% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling