-19.5%
BABA vs FTI
+102.0%
-121.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -12.3% | +12.3% | -24.6% | -13.7% |
| 3M | -5.3% | +13.8% | -19.1% | -7.4% |
| 6M | -13.1% | +24.3% | -37.4% | -17.9% |
| YTD | -22.4% | +75.8% | -98.2% | -31.9% |
| 1Y | -19.5% | +99.6% | -119.1% | -34.0% |
| All | -19.5% | +102.0% | -121.5% | -34.0% |
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