+33.7%
BABA vs USFR
+14.0%
+19.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.8% | +0.1% | -4.8% | -4.7% |
| 30D | -11.9% | +0.3% | -12.2% | -11.8% |
| 3M | -9.3% | +1.0% | -10.3% | -9.2% |
| 6M | -14.2% | +1.9% | -16.2% | -14.7% |
| YTD | -22.0% | +2.6% | -24.6% | -22.8% |
| 1Y | -12.7% | +4.0% | -16.7% | -15.6% |
| All | +33.7% | +14.0% | +19.7% | +30.4% |
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