-12.7%
BABA vs FTI
+108.8%
-121.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -4.8% | +5.3% | -10.0% | -5.3% |
| 30D | -11.9% | +15.3% | -27.2% | -13.5% |
| 3M | -9.3% | +15.8% | -25.0% | -11.3% |
| 6M | -14.2% | +22.6% | -36.8% | -18.3% |
| YTD | -22.0% | +79.5% | -101.6% | -31.1% |
| 1Y | -12.7% | +102.0% | -114.7% | -27.9% |
| All | -12.7% | +108.8% | -121.5% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling