+28.2%
BABA vs FAST
+485.1%
-456.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | -4.8% | -0.4% | -4.4% | -4.6% |
| 30D | -11.9% | -0.8% | -11.1% | -11.8% |
| 3M | -9.3% | +5.8% | -15.0% | -11.2% |
| 6M | -14.2% | +8.0% | -22.2% | -16.9% |
| YTD | -22.0% | +25.6% | -47.7% | -28.4% |
| 1Y | -12.7% | +0.8% | -13.5% | -14.1% |
| 3Y | +26.7% | +86.1% | -59.5% | -2.0% |
| 5Y | -29.3% | +100.2% | -129.5% | -47.6% |
| 10Y | +21.2% | +494.2% | -472.9% | -42.6% |
| All | +28.2% | +485.1% | -456.9% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling