+21.9%
BABA vs FDS
-23.3%
+45.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -13.8% | +1.5% | -15.2% | -13.8% |
| 30D | -15.1% | +14.8% | -29.9% | -15.5% |
| 3M | -22.7% | +16.3% | -39.0% | -23.2% |
| 6M | -34.7% | +66.2% | -100.9% | -36.1% |
| YTD | -35.0% | +16.2% | -51.3% | -33.4% |
| 1Y | -40.4% | +21.8% | -62.3% | -39.5% |
| 3Y | +21.9% | -23.9% | +45.8% | +34.4% |
| All | +21.9% | -23.3% | +45.2% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling