-39.7%
BABA vs FDS
+23.2%
-62.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.9% | -6.1% | -7.1% |
| 7D | -12.7% | -2.6% | -10.1% | -12.8% |
| 30D | -14.9% | +14.1% | -28.9% | -14.3% |
| 3M | -24.6% | +19.8% | -44.4% | -24.0% |
| 6M | -29.3% | +55.0% | -84.3% | -27.0% |
| YTD | -35.0% | +15.9% | -50.9% | -31.2% |
| 1Y | -39.7% | +24.2% | -63.9% | -34.7% |
| All | -39.7% | +23.2% | -62.9% | -34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling