-35.9%
BABA vs FDS
+26.9%
-62.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.7% |
| 7D | +3.8% | -5.0% | +8.8% | +3.6% |
| 30D | -5.4% | +13.8% | -19.1% | -4.8% |
| 3M | -17.9% | +14.8% | -32.8% | -17.4% |
| 6M | -24.1% | +47.4% | -71.4% | -21.6% |
| YTD | -27.4% | +14.2% | -41.6% | -23.8% |
| All | -35.9% | +26.9% | -62.8% | -30.0% |
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