-35.9%
BABA vs FAST
+36.2%
-72.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.0% | -6.7% | -4.1% |
| 7D | +3.8% | +3.8% | 0.0% | +3.3% |
| 30D | -5.4% | +8.1% | -13.5% | -6.3% |
| 3M | -17.9% | +5.8% | -23.7% | -18.6% |
| 6M | -24.1% | +24.9% | -48.9% | -27.0% |
| YTD | -27.4% | +38.9% | -66.4% | -31.7% |
| All | -35.9% | +36.2% | -72.1% | -40.4% |
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