+34.5%
BABA vs FAST
+91.5%
-56.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | +8.6% | +0.7% | +7.9% | +8.5% |
| 30D | -1.1% | +4.6% | -5.7% | -1.7% |
| 3M | -15.9% | +6.4% | -22.3% | -16.7% |
| 6M | -17.5% | +20.6% | -38.1% | -19.9% |
| YTD | -25.6% | +34.7% | -60.3% | -29.0% |
| 1Y | -33.8% | +29.7% | -63.5% | -36.6% |
| All | +34.5% | +91.5% | -56.9% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling