-34.1%
BABA vs FAST
+30.1%
-64.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +11.6% | +2.1% | +9.6% | +11.3% |
| 30D | +2.3% | +6.9% | -4.6% | +1.4% |
| 3M | -13.7% | +4.8% | -18.5% | -14.3% |
| 6M | -21.9% | +19.8% | -41.7% | -24.4% |
| YTD | -24.6% | +34.9% | -59.5% | -28.8% |
| 1Y | -34.1% | +32.8% | -66.9% | -38.0% |
| All | -34.1% | +30.1% | -64.2% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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