-39.7%
BABA vs FTI
+50.7%
-90.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.7% | -6.3% | -7.0% |
| 7D | -12.7% | +5.4% | -18.1% | -13.0% |
| 30D | -14.9% | -8.2% | -6.7% | -14.2% |
| 3M | -24.6% | -13.7% | -10.9% | -23.7% |
| 6M | -29.3% | -11.2% | -18.2% | -29.0% |
| YTD | -35.0% | +46.0% | -81.0% | -45.7% |
| 1Y | -39.7% | +51.8% | -91.5% | -49.3% |
| All | -39.7% | +50.7% | -90.4% | -49.3% |
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