-30.5%
BABA vs FANG
+238.1%
-268.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -3.2% |
| 7D | -2.2% | -0.4% | -1.8% | -2.1% |
| 30D | -17.3% | +2.4% | -19.7% | -17.7% |
| 3M | -7.8% | +4.9% | -12.7% | -8.9% |
| 6M | -16.8% | +12.0% | -28.8% | -19.3% |
| YTD | -24.7% | +37.1% | -61.8% | -30.3% |
| 1Y | -24.9% | +52.3% | -77.2% | -32.2% |
| 3Y | +29.1% | +45.0% | -15.9% | +15.0% |
| 5Y | -30.5% | +231.0% | -261.5% | -48.4% |
| All | -30.5% | +238.1% | -268.6% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling