+15.2%
BABA vs FANG
+182.5%
-167.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -3.5% | +2.9% | -6.4% | -3.9% |
| 30D | -12.7% | +2.6% | -15.3% | -13.1% |
| 3M | -3.0% | +7.6% | -10.6% | -4.2% |
| 6M | -19.1% | +17.3% | -36.4% | -21.3% |
| YTD | -24.7% | +38.7% | -63.4% | -28.6% |
| 1Y | -29.0% | +51.6% | -80.7% | -33.6% |
| 3Y | +30.9% | +50.0% | -19.0% | +21.3% |
| 5Y | -30.9% | +237.6% | -268.5% | -42.6% |
| All | +15.2% | +182.5% | -167.2% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling