+21.9%
BABA vs USFR
+14.3%
+7.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | 0.0% | -7.1% | -7.1% |
| 7D | -12.7% | +0.1% | -12.7% | -12.6% |
| 30D | -14.9% | +0.4% | -15.3% | -14.6% |
| 3M | -24.6% | +1.0% | -25.7% | -23.8% |
| 6M | -29.3% | +2.0% | -31.4% | -27.7% |
| YTD | -35.0% | +3.4% | -38.5% | -33.2% |
| 1Y | -39.7% | +4.1% | -43.8% | -38.4% |
| All | +21.9% | +14.3% | +7.6% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling