-31.3%
BABA vs FAST
+100.5%
-131.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | -4.8% | -0.4% | -4.4% | -4.7% |
| 30D | -11.9% | -0.8% | -11.1% | -11.8% |
| 3M | -9.3% | +5.8% | -15.0% | -10.9% |
| 6M | -14.2% | +8.0% | -22.2% | -16.5% |
| YTD | -22.0% | +25.6% | -47.7% | -27.4% |
| 1Y | -12.7% | +0.8% | -13.5% | -13.6% |
| 3Y | +26.7% | +86.1% | -59.5% | -1.2% |
| All | -31.3% | +100.5% | -131.8% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling