+17.1%
BABA vs FDS
+135.4%
-118.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +2.2% |
| 7D | +11.6% | -0.5% | +12.1% | +11.8% |
| 30D | +2.3% | +20.2% | -17.9% | -2.8% |
| 3M | -13.7% | +19.9% | -33.6% | -18.3% |
| 6M | -21.9% | +56.2% | -78.1% | -32.6% |
| YTD | -24.6% | +14.6% | -39.2% | -28.9% |
| 1Y | -34.1% | +31.6% | -65.7% | -41.1% |
| 3Y | +36.3% | -23.8% | +60.1% | +46.2% |
| 5Y | -26.7% | -22.6% | -4.2% | -23.3% |
| All | +17.1% | +135.4% | -118.3% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling