-40.4%
BABA vs FANG
+30.5%
-70.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | +0.1% |
| 7D | -13.8% | +4.0% | -17.8% | -13.5% |
| 30D | -15.1% | -5.8% | -9.3% | -15.4% |
| 3M | -22.7% | -6.7% | -16.0% | -22.9% |
| 6M | -34.7% | -6.4% | -28.3% | -35.2% |
| YTD | -35.0% | +25.9% | -61.0% | -39.9% |
| 1Y | -40.4% | +31.1% | -71.5% | -45.2% |
| All | -40.4% | +30.5% | -70.9% | -45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling