-20.8%
BABA vs FRSH
-70.6%
+49.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.7% | +6.0% | +2.3% |
| 7D | -4.8% | -8.2% | +3.4% | -3.1% |
| 30D | -11.9% | +10.5% | -22.4% | -14.0% |
| 3M | -9.3% | +32.7% | -42.0% | -15.2% |
| 6M | -14.2% | +50.3% | -64.5% | -22.8% |
| YTD | -22.0% | +3.9% | -26.0% | -24.3% |
| 1Y | -12.7% | -2.2% | -10.6% | -14.3% |
| 3Y | +26.7% | -42.9% | +69.6% | +36.4% |
| All | -20.8% | -70.6% | +49.8% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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