+28.2%
BABA vs FANG
+243.0%
-214.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.5% |
| 7D | -4.8% | +0.8% | -5.5% | -4.9% |
| 30D | -11.9% | +7.6% | -19.5% | -12.8% |
| 3M | -9.3% | -1.3% | -8.0% | -9.3% |
| 6M | -14.2% | +14.7% | -28.9% | -16.4% |
| YTD | -22.0% | +34.8% | -56.8% | -25.8% |
| 1Y | -12.7% | +42.9% | -55.6% | -17.7% |
| 3Y | +26.7% | +43.8% | -17.1% | +17.9% |
| 5Y | -29.3% | +225.8% | -255.2% | -41.5% |
| 10Y | +21.2% | +171.9% | -150.6% | -2.4% |
| All | +28.2% | +243.0% | -214.8% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling