+28.2%
BABA vs USFR
+27.9%
+0.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.8% | +0.1% | -4.8% | -4.8% |
| 30D | -11.9% | +0.3% | -12.2% | -12.0% |
| 3M | -9.3% | +1.0% | -10.3% | -9.5% |
| 6M | -14.2% | +1.9% | -16.2% | -14.6% |
| YTD | -22.0% | +2.6% | -24.6% | -22.5% |
| 1Y | -12.7% | +4.0% | -16.7% | -13.5% |
| 3Y | +26.7% | +14.1% | +12.5% | +23.0% |
| 5Y | -29.3% | +20.4% | -49.8% | -32.2% |
| 10Y | +21.2% | +28.0% | -6.8% | +14.9% |
| All | +28.2% | +27.9% | +0.3% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling