-34.0%
BABA vs FRSH
-70.7%
+36.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -13.8% | +4.6% | -18.4% | -14.6% |
| 30D | -15.1% | -7.5% | -7.7% | -14.1% |
| 3M | -22.7% | -0.1% | -22.7% | -23.4% |
| 6M | -34.7% | +54.5% | -89.2% | -41.7% |
| YTD | -35.0% | +3.4% | -38.4% | -37.3% |
| 1Y | -40.4% | +6.4% | -46.8% | -43.0% |
| 3Y | +21.9% | -26.3% | +48.2% | +21.6% |
| 5Y | -39.9% | -66.4% | +26.5% | -37.7% |
| All | -34.0% | -70.7% | +36.7% | -31.1% |
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